-16.2%
CDNS vs HBM
+123.0%
-139.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -14.0% | -6.4% | -7.7% | -13.0% |
| 30D | -13.2% | +5.9% | -19.1% | -13.9% |
| 3M | -28.9% | -8.9% | -20.0% | -28.5% |
| 6M | -4.2% | +10.7% | -14.8% | -5.9% |
| YTD | -6.4% | +38.3% | -44.6% | -9.4% |
| 1Y | -16.2% | +121.3% | -137.5% | -21.0% |
| All | -16.2% | +123.0% | -139.2% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling