-21.3%
CDNS vs HAL
+72.7%
-94.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | -7.2% | -1.3% | -5.9% | -7.2% |
| 30D | -14.3% | +10.9% | -25.1% | -14.4% |
| 3M | -27.2% | -5.8% | -21.3% | -26.6% |
| 6M | -4.5% | +8.1% | -12.6% | -4.5% |
| YTD | -9.0% | +33.2% | -42.2% | -9.7% |
| 1Y | -21.3% | +74.2% | -95.5% | -20.2% |
| All | -21.3% | +72.7% | -94.1% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling