+60.4%
HCA vs CAKE
+261.6%
-201.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +1.2% |
| 7D | +5.4% | -4.5% | +10.0% | +6.0% |
| 30D | +3.0% | -12.4% | +15.4% | +4.7% |
| 3M | +13.0% | +37.3% | -24.3% | +7.8% |
| 6M | -20.3% | +70.7% | -91.0% | -26.5% |
| YTD | -8.2% | +106.0% | -114.2% | -17.8% |
| 1Y | +6.7% | +79.7% | -73.0% | -2.8% |
| 3Y | +60.4% | +267.8% | -207.4% | +21.9% |
| All | +60.4% | +261.6% | -201.2% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling