+1,044.2%
CDNS vs HSY
+128.6%
+915.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.7% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -10.4% | -5.2% | -5.3% | -9.3% |
| 3M | -24.6% | -3.4% | -21.2% | -24.2% |
| 6M | -1.6% | -19.2% | +17.6% | +3.7% |
| YTD | -7.4% | -2.6% | -4.8% | -8.4% |
| 1Y | -18.4% | -3.8% | -14.6% | -19.3% |
| 3Y | +19.0% | -10.6% | +29.6% | +18.6% |
| 5Y | +73.4% | +12.3% | +61.1% | +50.9% |
| All | +1,044.2% | +128.6% | +915.6% | +690.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 10y: compounded portfolio wealth divided by compounded HSY 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…
10y analysis · Full analysis span regression · 6 months rolling