+22.4%
CDNS vs HST
+87.2%
-64.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +1.0% | +3.6% | -2.6% | -0.6% |
| 30D | -2.0% | +11.2% | -13.2% | -6.3% |
| 3M | -0.2% | +13.1% | -13.3% | -5.5% |
| 6M | -8.9% | +23.9% | -32.8% | -17.9% |
| YTD | +3.3% | +52.3% | -48.9% | -15.9% |
| 1Y | +2.2% | +56.7% | -54.4% | -18.1% |
| 3Y | +22.4% | +87.5% | -65.1% | -11.4% |
| All | +22.4% | +87.2% | -64.8% | -11.4% |
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