+4.5%
HD vs CAKE
+152.3%
-147.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.8% | -1.0% |
| 7D | -3.9% | -5.6% | +1.7% | -2.6% |
| 30D | -13.1% | -10.5% | -2.6% | -11.1% |
| 3M | -3.4% | +43.6% | -47.1% | -11.8% |
| 6M | -12.6% | +63.0% | -75.6% | -22.7% |
| YTD | -9.2% | +102.9% | -112.1% | -24.1% |
| 1Y | -23.9% | +75.6% | -99.6% | -34.4% |
| 3Y | +0.4% | +257.7% | -257.3% | -28.6% |
| 5Y | +4.5% | +156.0% | -151.5% | -25.2% |
| All | +4.5% | +152.3% | -147.8% | -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