+7,536.2%
CDNS vs HBM
+456.2%
+7,080.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.9% |
| 7D | +1.0% | +2.2% | -1.3% | +0.6% |
| 30D | -2.0% | -11.8% | +9.8% | +0.2% |
| 3M | -0.2% | -19.2% | +19.0% | +3.3% |
| 6M | -8.9% | -22.9% | +14.0% | -5.6% |
| YTD | +3.3% | +7.8% | -4.5% | -0.3% |
| 1Y | +2.2% | +34.9% | -32.7% | -5.2% |
| 3Y | +22.4% | +422.2% | -399.8% | -12.5% |
| 5Y | +78.0% | +192.8% | -114.8% | +34.5% |
| 10Y | +1,175.2% | +281.1% | +894.1% | +702.0% |
| All | +7,536.2% | +456.2% | +7,080.0% | +3,206.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling