+112.8%
HL vs CDNS
+76.7%
+36.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -0.6% |
| 7D | -11.1% | +1.0% | -12.1% | -11.4% |
| 30D | -12.1% | -2.0% | -10.1% | -11.3% |
| 3M | -26.1% | -0.2% | -25.9% | -26.2% |
| 6M | -37.7% | -8.9% | -28.8% | -35.5% |
| YTD | -31.7% | +3.3% | -35.0% | -33.1% |
| 1Y | -11.6% | +2.2% | -13.9% | -13.2% |
| 3Y | +249.6% | +22.4% | +227.3% | +198.5% |
| All | +112.8% | +76.7% | +36.1% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling