+73.1%
CDNS vs HLT
+142.1%
-69.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.3% |
| 7D | -6.5% | -2.6% | -4.0% | -5.1% |
| 30D | -13.0% | -2.6% | -10.4% | -11.8% |
| 3M | -26.0% | -9.4% | -16.6% | -22.1% |
| 6M | -2.8% | +2.7% | -5.6% | -5.6% |
| YTD | -8.8% | +6.8% | -15.6% | -13.7% |
| 1Y | -15.8% | +12.4% | -28.2% | -23.3% |
| 3Y | +19.7% | +100.2% | -80.4% | -23.4% |
| All | +73.1% | +142.1% | -69.0% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling