+1,036.6%
CDNS vs HAL
+3.0%
+1,033.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -7.2% | -1.3% | -5.9% | -7.0% |
| 30D | -14.3% | +10.9% | -25.1% | -15.9% |
| 3M | -27.2% | -5.8% | -21.3% | -26.7% |
| 6M | -4.5% | +8.1% | -12.6% | -6.4% |
| YTD | -9.0% | +33.2% | -42.2% | -14.4% |
| 1Y | -21.3% | +74.2% | -95.5% | -29.9% |
| 3Y | +19.6% | -3.7% | +23.3% | +16.4% |
| 5Y | +71.5% | +111.9% | -40.3% | +39.6% |
| 10Y | +1,036.6% | +7.4% | +1,029.2% | +716.3% |
| All | +1,036.6% | +3.0% | +1,033.5% | +716.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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