+238.2%
HL vs CIEN
+502.7%
-264.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | -5.6% | +5.4% | -11.0% | -7.1% |
| 30D | +12.7% | -13.7% | +26.4% | +16.6% |
| 3M | +42.5% | -23.0% | +65.5% | +50.8% |
| 6M | -9.0% | -0.8% | -8.2% | -11.3% |
| YTD | +4.4% | +43.1% | -38.7% | -8.4% |
| 1Y | +82.7% | +157.6% | -75.0% | +39.5% |
| 3Y | +406.3% | +593.8% | -187.5% | +180.3% |
| 5Y | +238.2% | +520.6% | -282.4% | +75.9% |
| All | +238.2% | +502.7% | -264.5% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CIEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling