+1,005.1%
CDNS vs HST
+97.7%
+907.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | -9.2% | +2.0% | -11.2% | -9.8% |
| 30D | -16.3% | -5.2% | -11.0% | -14.9% |
| 3M | -27.9% | -6.2% | -21.7% | -26.7% |
| 6M | -4.3% | +20.4% | -24.8% | -10.0% |
| YTD | -9.1% | +30.6% | -39.7% | -16.6% |
| 1Y | -21.2% | +37.4% | -58.6% | -29.0% |
| 3Y | +19.4% | +66.1% | -46.7% | +0.9% |
| 5Y | +71.6% | +73.7% | -2.1% | +42.7% |
| 10Y | +1,005.1% | +99.8% | +905.3% | +762.9% |
| All | +1,005.1% | +97.7% | +907.4% | +762.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling