+22.4%
CDNS vs HUBB
+57.0%
-34.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +1.0% | +1.8% | -0.8% | +0.2% |
| 30D | -2.0% | -7.7% | +5.7% | +1.6% |
| 3M | -0.2% | -13.6% | +13.3% | +6.6% |
| 6M | -8.9% | -9.1% | +0.2% | -6.1% |
| YTD | +3.3% | -0.7% | +4.1% | -0.4% |
| 1Y | +2.2% | +1.1% | +1.2% | -2.6% |
| 3Y | +22.4% | +56.2% | -33.8% | -10.5% |
| All | +22.4% | +57.0% | -34.7% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling