+1,044.2%
CDNS vs HLT
+590.2%
+454.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -1.1% | -1.6% | +0.5% | -0.4% |
| 30D | -10.4% | -5.0% | -5.4% | -8.4% |
| 3M | -24.6% | -10.4% | -14.2% | -21.0% |
| 6M | -1.6% | +3.2% | -4.9% | -3.8% |
| YTD | -7.4% | +6.7% | -14.2% | -11.0% |
| 1Y | -18.4% | +10.3% | -28.7% | -23.2% |
| 3Y | +19.0% | +99.3% | -80.4% | -14.4% |
| 5Y | +73.4% | +143.7% | -70.3% | +13.8% |
| All | +1,044.2% | +590.2% | +454.0% | +391.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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