+268.0%
HL vs CIEN
+195.5%
+72.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.3% | -7.4% | -1.9% |
| 7D | +7.1% | -5.3% | +12.3% | +7.6% |
| 30D | +21.4% | -17.2% | +38.7% | +24.0% |
| 3M | +37.4% | -26.9% | +64.3% | +42.2% |
| 6M | +0.4% | +16.0% | -15.6% | -2.4% |
| YTD | +6.7% | +45.9% | -39.2% | +0.6% |
| 1Y | +102.4% | +186.8% | -84.4% | +76.3% |
| 3Y | +417.4% | +607.8% | -190.4% | +296.5% |
| 5Y | +243.3% | +506.7% | -263.4% | +164.8% |
| 10Y | +242.6% | +1,438.7% | -1,196.2% | +138.3% |
| All | +268.0% | +195.5% | +72.5% | +115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling