+206.4%
HD vs CAKE
+155.4%
+51.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | -3.8% | -4.5% | +0.7% | -2.9% |
| 30D | -9.4% | -12.4% | +3.0% | -7.0% |
| 3M | -4.6% | +37.3% | -41.9% | -11.4% |
| 6M | -10.1% | +70.7% | -80.8% | -20.6% |
| YTD | -8.3% | +106.0% | -114.3% | -22.5% |
| 1Y | -25.0% | +79.7% | -104.7% | -34.9% |
| 3Y | +1.5% | +267.8% | -266.2% | -25.9% |
| 5Y | +5.6% | +159.9% | -154.3% | -19.8% |
| All | +206.4% | +155.4% | +51.0% | +97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling