-20.3%
HCA vs CAKE
+66.6%
-86.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +1.2% |
| 7D | +5.4% | -4.5% | +10.0% | +5.9% |
| 30D | +3.0% | -12.4% | +15.4% | +4.3% |
| 3M | +13.0% | +37.3% | -24.3% | +7.9% |
| 6M | -20.3% | +70.7% | -91.0% | -27.6% |
| All | -20.3% | +66.6% | -86.9% | -27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling