+71.5%
CDNS vs HBM
+392.2%
-320.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -7.2% | +5.5% | -12.7% | -8.3% |
| 30D | -14.3% | +3.3% | -17.5% | -14.9% |
| 3M | -27.2% | +12.7% | -39.8% | -29.5% |
| 6M | -4.5% | +28.2% | -32.7% | -10.5% |
| YTD | -9.0% | +45.3% | -54.3% | -17.8% |
| 1Y | -21.3% | +121.7% | -143.0% | -35.6% |
| 3Y | +19.6% | +523.5% | -503.9% | -24.0% |
| 5Y | +71.5% | +393.9% | -322.4% | +13.6% |
| All | +71.5% | +392.2% | -320.7% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling