+152.2%
CAKE vs HALO
+158.6%
-6.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -4.5% | -2.7% | -1.8% | -4.0% |
| 30D | -12.4% | +5.3% | -17.8% | -13.4% |
| 3M | +37.3% | +51.6% | -14.2% | +24.8% |
| 6M | +70.7% | +61.3% | +9.5% | +52.7% |
| YTD | +106.0% | +59.3% | +46.7% | +84.3% |
| 1Y | +79.7% | +38.3% | +41.4% | +65.4% |
| 3Y | +267.8% | +185.9% | +81.9% | +165.1% |
| All | +152.2% | +158.6% | -6.5% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling