+5,887.0%
CDNS vs HAS
+3,598.5%
+2,288.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | -14.0% | -1.8% | -12.2% | -13.5% |
| 30D | -13.2% | +2.3% | -15.4% | -13.9% |
| 3M | -28.9% | +10.4% | -39.3% | -31.4% |
| 6M | -4.2% | -3.2% | -0.9% | -4.2% |
| YTD | -6.4% | +15.4% | -21.8% | -12.0% |
| 1Y | -16.2% | +18.8% | -35.0% | -22.1% |
| 3Y | +20.2% | +43.9% | -23.8% | +1.3% |
| 5Y | +76.6% | +13.9% | +62.7% | +58.3% |
| 10Y | +1,029.7% | +56.4% | +973.3% | +741.1% |
| All | +5,887.0% | +3,598.5% | +2,288.6% | +1,136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling