-0.9%
HCA vs CAKE
+76.8%
-77.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -3.1% | -4.0% | +0.9% | -2.6% |
| 30D | -1.1% | +2.4% | -3.6% | -1.4% |
| 3M | +12.2% | +69.0% | -56.8% | +4.5% |
| 6M | -25.3% | +69.3% | -94.6% | -30.8% |
| YTD | -12.9% | +115.8% | -128.7% | -21.8% |
| 1Y | -0.9% | +79.3% | -80.3% | -8.7% |
| All | -0.9% | +76.8% | -77.7% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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