+621.7%
HPE vs CIEN
+1,306.7%
-684.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.9% |
| 7D | -0.6% | -15.2% | +14.6% | +4.6% |
| 30D | -2.3% | -21.5% | +19.2% | +5.2% |
| 3M | -2.9% | -40.1% | +37.2% | +13.8% |
| 6M | +143.6% | -6.6% | +150.1% | +142.5% |
| YTD | +118.5% | +37.3% | +81.3% | +88.3% |
| 1Y | +129.2% | +174.5% | -45.3% | +53.6% |
| 3Y | +212.5% | +562.3% | -349.7% | +47.9% |
| 5Y | +286.9% | +463.9% | -177.0% | +86.5% |
| 10Y | +432.3% | +1,302.4% | -870.0% | +90.3% |
| All | +621.7% | +1,306.7% | -684.9% | +141.6% |
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