+1,499.7%
CAKE vs HBM
+649.7%
+850.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.7% | -3.3% |
| 7D | -4.6% | +5.5% | -10.1% | -5.4% |
| 30D | -6.6% | +3.3% | -9.9% | -7.2% |
| 3M | +52.9% | +12.7% | +40.3% | +48.7% |
| 6M | +65.7% | +28.2% | +37.6% | +55.9% |
| YTD | +107.8% | +45.3% | +62.5% | +90.1% |
| 1Y | +78.5% | +121.7% | -43.2% | +51.1% |
| 3Y | +266.4% | +523.5% | -257.1% | +152.7% |
| 5Y | +159.6% | +393.9% | -234.3% | +77.9% |
| 10Y | +156.6% | +647.9% | -491.3% | +43.2% |
| All | +1,499.7% | +649.7% | +850.0% | +556.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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