+84.5%
CDNS vs HTZ
-95.0%
+179.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.2% |
| 7D | +2.1% | -16.4% | +18.5% | +3.5% |
| 30D | -4.6% | -15.1% | +10.5% | -3.6% |
| 3M | -0.8% | -28.2% | +27.4% | +1.1% |
| 6M | -7.2% | -73.1% | +65.8% | +1.3% |
| YTD | +7.7% | -68.3% | +75.9% | +14.7% |
| 1Y | +3.5% | -75.2% | +78.8% | +12.5% |
| 3Y | +31.2% | -81.1% | +112.4% | +40.2% |
| 5Y | +84.5% | -95.0% | +179.5% | +148.7% |
| All | +84.5% | -95.0% | +179.5% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling