+6,443.8%
CDNS vs HST
+1,511.7%
+4,932.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.8% | +2.7% |
| 7D | -2.4% | -2.7% | +0.3% | -1.5% |
| 30D | -10.2% | +10.7% | -20.9% | -13.1% |
| 3M | -5.5% | +6.3% | -11.7% | -7.4% |
| 6M | -9.9% | +19.0% | -28.8% | -15.2% |
| YTD | +2.3% | +47.0% | -44.7% | -10.3% |
| 1Y | -1.4% | +53.4% | -54.8% | -14.9% |
| 3Y | +28.1% | +78.0% | -49.9% | +4.5% |
| 5Y | +79.7% | +71.7% | +8.0% | +45.8% |
| 10Y | +1,183.3% | +146.2% | +1,037.1% | +739.0% |
| All | +6,443.8% | +1,511.7% | +4,932.1% | +1,760.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling