+57.4%
HL vs CDNS
+5,916.4%
-5,859.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.9% | -0.6% |
| 7D | +7.1% | -9.2% | +16.3% | +8.7% |
| 30D | +21.4% | -16.3% | +37.7% | +24.8% |
| 3M | +37.4% | -27.9% | +65.4% | +44.5% |
| 6M | +0.4% | -4.3% | +4.7% | +1.0% |
| YTD | +6.7% | -9.1% | +15.8% | +8.1% |
| 1Y | +102.4% | -21.2% | +123.6% | +109.0% |
| 3Y | +417.4% | +19.4% | +398.0% | +397.5% |
| 5Y | +243.3% | +71.6% | +171.7% | +211.7% |
| 10Y | +242.6% | +1,005.1% | -762.5% | +146.9% |
| All | +57.4% | +5,916.4% | -5,859.0% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling