+2,865.7%
CDNS vs HCA
+1,635.7%
+1,230.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -9.2% | -2.8% | -6.4% | -8.6% |
| 30D | -16.3% | -2.7% | -13.5% | -15.7% |
| 3M | -27.9% | +11.5% | -39.4% | -30.2% |
| 6M | -4.3% | -24.3% | +20.0% | +2.2% |
| YTD | -9.1% | -13.6% | +4.5% | -6.7% |
| 1Y | -21.2% | -3.2% | -18.0% | -21.9% |
| 3Y | +19.4% | +50.4% | -31.0% | +2.3% |
| 5Y | +71.6% | +64.8% | +6.8% | +40.7% |
| 10Y | +1,005.1% | +456.5% | +548.5% | +521.3% |
| All | +2,865.7% | +1,635.7% | +1,230.0% | +1,031.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling