+6.7%
HD vs CAKE
+173.4%
-166.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.5% |
| 7D | +1.5% | +2.5% | -1.0% | +0.9% |
| 30D | +18.0% | -3.1% | +21.0% | +18.8% |
| 3M | +2.8% | -2.2% | +5.0% | +3.0% |
| 6M | +17.0% | +94.1% | -77.1% | -1.5% |
| YTD | +3.5% | +119.4% | -115.9% | -15.8% |
| 1Y | -2.6% | +141.4% | -144.0% | -22.7% |
| 3Y | +30.7% | +273.6% | -242.8% | -9.7% |
| All | +6.7% | +173.4% | -166.8% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling