+70.8%
CDNS vs HCA
+69.0%
+1.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -6.5% | +2.9% | -9.5% | -7.2% |
| 30D | -13.0% | +2.4% | -15.4% | -13.6% |
| 3M | -26.0% | +13.0% | -39.1% | -28.4% |
| 6M | -2.8% | -21.4% | +18.5% | +3.0% |
| YTD | -8.8% | -9.5% | +0.6% | -7.4% |
| 1Y | -15.8% | +7.5% | -23.4% | -19.3% |
| 3Y | +19.7% | +57.6% | -37.9% | -2.6% |
| 5Y | +70.8% | +71.1% | -0.4% | +24.7% |
| All | +70.8% | +69.0% | +1.7% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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