+79.3%
CAKE vs HALO
+47.3%
+32.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -4.0% | +4.6% | -8.6% | -4.4% |
| 30D | +2.4% | +31.8% | -29.4% | -0.6% |
| 3M | +69.0% | +53.9% | +15.1% | +59.3% |
| 6M | +69.3% | +57.4% | +11.9% | +58.3% |
| YTD | +115.8% | +63.7% | +52.0% | +99.1% |
| 1Y | +79.3% | +50.1% | +29.2% | +61.3% |
| All | +79.3% | +47.3% | +32.1% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 1y: compounded portfolio wealth divided by compounded HALO 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…
1y analysis · Full analysis span regression · 6 months rolling