+5,711.3%
CDNS vs HUBB
+153,832.2%
-148,120.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -2.9% |
| 7D | -9.2% | +4.8% | -14.1% | -9.3% |
| 30D | -16.3% | -9.3% | -7.0% | -16.1% |
| 3M | -27.9% | -3.9% | -24.1% | -27.9% |
| 6M | -4.3% | -0.8% | -3.5% | -4.3% |
| YTD | -9.1% | +5.6% | -14.7% | -9.2% |
| 1Y | -21.2% | +7.7% | -29.0% | -21.3% |
| 3Y | +19.4% | +47.5% | -28.1% | +18.7% |
| 5Y | +71.6% | +153.7% | -82.1% | +69.3% |
| 10Y | +1,005.1% | +433.0% | +572.0% | +979.6% |
| All | +5,711.3% | +153,832.2% | -148,120.9% | +6,574.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HUBB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling