+330.6%
CAKE vs HALO
+2,422.4%
-2,091.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -4.5% | -2.7% | -1.8% | -4.1% |
| 30D | -12.4% | +5.3% | -17.8% | -13.2% |
| 3M | +37.3% | +51.6% | -14.2% | +28.3% |
| 6M | +70.7% | +61.3% | +9.5% | +57.7% |
| YTD | +106.0% | +59.3% | +46.7% | +90.4% |
| 1Y | +79.7% | +38.3% | +41.4% | +69.4% |
| 3Y | +267.8% | +185.9% | +81.9% | +202.6% |
| 5Y | +159.9% | +159.9% | 0.0% | +114.5% |
| 10Y | +154.3% | +965.6% | -811.3% | +61.9% |
| All | +330.6% | +2,422.4% | -2,091.8% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling