+19.2%
CDNS vs HST
+68.9%
-49.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -14.0% | -1.0% | -13.0% | -13.6% |
| 30D | -13.2% | -12.3% | -0.9% | -8.4% |
| 3M | -28.9% | -6.4% | -22.5% | -27.3% |
| 6M | -4.2% | +15.0% | -19.2% | -11.0% |
| YTD | -6.4% | +30.5% | -36.9% | -18.0% |
| 1Y | -16.2% | +35.7% | -51.9% | -28.3% |
| All | +19.2% | +68.9% | -49.7% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling