+17.1%
CDNS vs HLT
+99.0%
-81.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.3% |
| 7D | -6.5% | -2.6% | -4.0% | -5.2% |
| 30D | -13.0% | -2.6% | -10.4% | -11.9% |
| 3M | -26.0% | -9.4% | -16.6% | -22.2% |
| 6M | -2.8% | +2.7% | -5.6% | -6.0% |
| YTD | -8.8% | +6.8% | -15.6% | -14.3% |
| 1Y | -15.8% | +12.4% | -28.2% | -24.1% |
| All | +17.1% | +99.0% | -81.9% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling