+2,020.7%
CDNS vs HLT
+643.8%
+1,377.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.2% |
| 7D | -7.2% | -1.5% | -5.7% | -6.6% |
| 30D | -14.3% | -1.2% | -13.0% | -13.9% |
| 3M | -27.2% | -10.3% | -16.8% | -23.8% |
| 6M | -4.5% | +1.3% | -5.8% | -5.7% |
| YTD | -9.0% | +7.0% | -16.0% | -12.4% |
| 1Y | -21.3% | +11.9% | -33.2% | -26.2% |
| 3Y | +19.6% | +100.7% | -81.1% | -13.0% |
| 5Y | +71.5% | +147.5% | -76.0% | +13.8% |
| 10Y | +1,036.6% | +586.5% | +450.1% | +387.1% |
| All | +2,020.7% | +643.8% | +1,377.0% | +795.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling