+1,026.7%
CDNS vs HBM
+622.7%
+404.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.5% | +7.7% | +1.5% |
| 7D | -6.5% | -3.7% | -2.8% | -6.0% |
| 30D | -13.0% | -3.7% | -9.3% | -12.5% |
| 3M | -26.0% | +8.0% | -34.0% | -27.6% |
| 6M | -2.8% | +15.8% | -18.6% | -6.7% |
| YTD | -8.8% | +34.4% | -43.2% | -15.7% |
| 1Y | -15.8% | +98.2% | -114.0% | -28.0% |
| 3Y | +19.7% | +476.6% | -456.8% | -18.3% |
| 5Y | +70.8% | +331.1% | -260.3% | +17.8% |
| All | +1,026.7% | +622.7% | +404.0% | +514.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling