+77.1%
CDNS vs HAS
+48.2%
+28.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | +1.0% | +1.4% | -0.4% | +0.6% |
| 30D | -2.0% | +26.3% | -28.2% | -8.4% |
| 3M | -0.2% | +25.6% | -25.8% | -6.7% |
| 6M | -8.9% | +30.3% | -39.1% | -16.2% |
| YTD | +3.3% | +50.4% | -47.0% | -9.7% |
| 1Y | +2.2% | +57.7% | -55.5% | -12.0% |
| 3Y | +22.4% | +213.4% | -191.0% | -17.8% |
| All | +77.1% | +48.2% | +28.9% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling