-18.4%
CDNS vs HUBB
+5.5%
-24.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.1% |
| 7D | -1.1% | -0.1% | -1.1% | -1.1% |
| 30D | -10.4% | -10.0% | -0.5% | -8.3% |
| 3M | -24.6% | -1.6% | -23.0% | -25.0% |
| 6M | -1.6% | -3.1% | +1.5% | -3.0% |
| YTD | -7.4% | +4.6% | -12.0% | -11.5% |
| 1Y | -18.4% | +3.3% | -21.8% | -19.5% |
| All | -18.4% | +5.5% | -24.0% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling