+571.9%
HPE vs CDNS
+1,414.3%
-842.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -2.4% |
| 7D | +7.9% | +1.0% | +6.9% | +7.5% |
| 30D | -23.5% | -2.0% | -21.5% | -22.6% |
| 3M | -19.1% | -0.2% | -18.8% | -18.9% |
| 6M | +51.4% | -8.9% | +60.3% | +57.7% |
| YTD | +103.4% | +3.3% | +100.1% | +98.8% |
| 1Y | +114.4% | +2.2% | +112.2% | +110.4% |
| 3Y | +224.7% | +22.4% | +202.3% | +188.2% |
| 5Y | +277.8% | +78.0% | +199.7% | +180.6% |
| 10Y | +371.1% | +1,175.2% | -804.1% | +24.8% |
| All | +571.9% | +1,414.3% | -842.4% | +39.0% |
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