+140.5%
CDNS vs HTZ
-92.5%
+233.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.3% | -10.1% | -1.5% |
| 7D | -0.1% | -27.4% | +27.4% | +2.4% |
| 30D | -5.5% | -11.4% | +5.9% | -4.9% |
| 3M | +0.5% | -33.1% | +33.6% | +3.0% |
| 6M | -9.6% | -73.5% | +63.9% | -1.7% |
| YTD | +5.3% | -68.1% | +73.4% | +11.8% |
| 1Y | +3.4% | -74.3% | +77.7% | +11.5% |
| 3Y | +25.9% | -80.9% | +106.8% | +32.4% |
| 5Y | +85.8% | -93.8% | +179.6% | +126.7% |
| All | +140.5% | -92.5% | +233.0% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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