+419.5%
HL vs CDNS
+19.2%
+400.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +0.4% | -7.2% | +7.6% | +3.1% |
| 30D | +18.8% | -14.3% | +33.1% | +25.4% |
| 3M | +43.7% | -27.2% | +70.9% | +60.4% |
| 6M | -1.0% | -4.5% | +3.5% | +0.9% |
| YTD | +8.7% | -9.0% | +17.7% | +12.4% |
| 1Y | +105.0% | -21.3% | +126.3% | +120.3% |
| All | +419.5% | +19.2% | +400.3% | +373.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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