+19.4%
CDNS vs HAL
-4.2%
+23.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | -9.2% | +0.5% | -9.7% | -9.3% |
| 30D | -16.3% | +15.9% | -32.2% | -18.7% |
| 3M | -27.9% | -8.7% | -19.2% | -26.6% |
| 6M | -4.3% | +9.0% | -13.4% | -6.6% |
| YTD | -9.1% | +32.0% | -41.1% | -15.4% |
| 1Y | -21.2% | +72.5% | -93.7% | -31.9% |
| 3Y | +19.4% | -4.5% | +23.9% | +6.0% |
| All | +19.4% | -4.2% | +23.5% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling