+26.3%
CDNS vs HAS
+214.9%
-188.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.3% | +1.7% |
| 7D | +7.0% | +1.6% | +5.4% | +6.6% |
| 30D | -0.3% | +26.6% | -26.9% | -5.7% |
| 3M | +3.2% | +29.0% | -25.8% | -3.0% |
| 6M | -6.9% | +30.6% | -37.5% | -13.1% |
| YTD | +6.6% | +51.5% | -44.9% | -5.0% |
| 1Y | +5.6% | +58.5% | -52.8% | -7.1% |
| All | +26.3% | +214.9% | -188.6% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling