+1,005.1%
CDNS vs HAS
+53.3%
+951.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.2% |
| 7D | -9.2% | -3.1% | -6.1% | -8.3% |
| 30D | -16.3% | -2.7% | -13.5% | -15.6% |
| 3M | -27.9% | +8.9% | -36.8% | -30.0% |
| 6M | -4.3% | -2.9% | -1.4% | -4.4% |
| YTD | -9.1% | +12.6% | -21.7% | -13.7% |
| 1Y | -21.2% | +17.5% | -38.7% | -26.2% |
| 3Y | +19.4% | +46.2% | -26.8% | +1.3% |
| 5Y | +71.6% | +12.6% | +59.0% | +57.3% |
| 10Y | +1,005.1% | +55.7% | +949.4% | +782.3% |
| All | +1,005.1% | +53.3% | +951.8% | +782.3% |
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