+129.2%
HPE vs CIEN
+179.1%
-49.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.8% |
| 7D | -0.6% | -15.2% | +14.6% | +4.1% |
| 30D | -2.3% | -21.5% | +19.2% | +4.5% |
| 3M | -2.9% | -40.1% | +37.2% | +11.1% |
| 6M | +143.6% | -6.6% | +150.1% | +155.1% |
| YTD | +118.5% | +37.3% | +81.3% | +110.7% |
| 1Y | +129.2% | +174.5% | -45.3% | +68.2% |
| All | +129.2% | +179.1% | -49.9% | +68.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling