+153.8%
CDNS vs ALHC
-61.8%
+215.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.1% | +5.3% |
| 7D | +2.1% | +3.9% | -1.7% | +1.8% |
| 30D | -4.6% | -3.6% | -1.0% | -4.5% |
| 3M | -0.8% | -49.4% | +48.6% | +3.6% |
| 6M | -7.2% | -59.5% | +52.2% | -2.4% |
| YTD | +7.7% | -63.2% | +70.9% | +13.5% |
| 1Y | +3.5% | -55.5% | +59.0% | +6.9% |
| 3Y | +31.2% | +23.0% | +8.2% | +13.6% |
| 5Y | +84.5% | -65.7% | +150.3% | +75.3% |
| All | +153.8% | -61.8% | +215.7% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling