+677.7%
HPE vs CDNS
+1,232.0%
-554.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.9% | +10.7% | +9.0% |
| 7D | +10.1% | -9.2% | +19.4% | +14.6% |
| 30D | +5.3% | -16.3% | +21.5% | +13.2% |
| 3M | +12.7% | -27.9% | +40.6% | +28.7% |
| 6M | +167.7% | -4.3% | +172.0% | +170.9% |
| YTD | +135.5% | -9.1% | +144.6% | +142.0% |
| 1Y | +143.4% | -21.2% | +164.6% | +164.9% |
| 3Y | +249.2% | +19.4% | +229.8% | +212.6% |
| 5Y | +343.8% | +71.6% | +272.2% | +232.3% |
| 10Y | +495.9% | +1,005.1% | -509.2% | +67.4% |
| All | +677.7% | +1,232.0% | -554.3% | +69.2% |
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