+1,166.2%
CDNS vs HAL
-13.9%
+1,180.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.1% | -6.2% | -3.6% |
| 7D | +1.0% | +6.1% | -5.1% | -0.1% |
| 30D | -2.0% | +2.9% | -4.9% | -2.5% |
| 3M | -0.2% | +3.3% | -3.6% | -1.1% |
| 6M | -8.9% | -16.9% | +8.0% | -6.3% |
| YTD | +3.3% | +21.2% | -17.8% | -1.3% |
| 1Y | +2.2% | +27.5% | -25.3% | -3.4% |
| 3Y | +22.4% | -6.4% | +28.8% | +19.7% |
| 5Y | +78.0% | +58.0% | +20.0% | +53.2% |
| All | +1,166.2% | -13.9% | +1,180.1% | +873.2% |
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