+624.2%
CDNS vs HUT
+435.6%
+188.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.5% |
| 7D | -7.2% | +18.9% | -26.1% | -8.7% |
| 30D | -14.3% | +12.0% | -26.2% | -15.3% |
| 3M | -27.2% | -14.9% | -12.3% | -27.0% |
| 6M | -4.5% | +96.8% | -101.3% | -11.5% |
| YTD | -9.0% | +108.8% | -117.7% | -16.7% |
| 1Y | -21.3% | +227.4% | -248.7% | -31.7% |
| 3Y | +19.6% | +760.3% | -740.7% | -10.1% |
| 5Y | +71.5% | +86.1% | -14.5% | +32.6% |
| All | +624.2% | +435.6% | +188.6% | +355.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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