+5,887.0%
CDNS vs HAL
+597.8%
+5,289.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.9% |
| 7D | -14.0% | +2.9% | -16.9% | -14.6% |
| 30D | -13.2% | +17.0% | -30.2% | -16.2% |
| 3M | -28.9% | -9.7% | -19.3% | -27.6% |
| 6M | -4.2% | +8.6% | -12.8% | -6.6% |
| YTD | -6.4% | +33.0% | -39.3% | -13.0% |
| 1Y | -16.2% | +68.3% | -84.5% | -26.5% |
| 3Y | +20.2% | +0.1% | +20.1% | +15.9% |
| 5Y | +76.6% | +102.6% | -26.0% | +39.5% |
| 10Y | +1,029.7% | +3.8% | +1,025.9% | +799.9% |
| All | +5,887.0% | +597.8% | +5,289.3% | +2,305.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling