+1,242.9%
CDNS vs HAS
+106.1%
+1,136.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +4.7% |
| 7D | +2.1% | +2.2% | 0.0% | +1.5% |
| 30D | -4.6% | +29.6% | -34.2% | -12.3% |
| 3M | -0.8% | +30.3% | -31.1% | -9.0% |
| 6M | -7.2% | +25.6% | -32.8% | -14.4% |
| YTD | +7.7% | +50.8% | -43.2% | -6.9% |
| 1Y | +3.5% | +63.0% | -59.5% | -12.8% |
| 3Y | +31.2% | +211.6% | -180.4% | -13.0% |
| 5Y | +84.5% | +50.4% | +34.1% | +54.2% |
| 10Y | +1,242.9% | +101.9% | +1,141.0% | +850.6% |
| All | +1,242.9% | +106.1% | +1,136.8% | +850.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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