+6,177.6%
HD vs CAKE
+4,018.7%
+2,159.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.8% |
| 7D | -2.1% | -4.0% | +2.0% | -1.1% |
| 30D | -8.4% | +2.4% | -10.8% | -9.2% |
| 3M | +4.3% | +69.0% | -64.6% | -8.7% |
| 6M | -11.1% | +69.3% | -80.4% | -22.5% |
| YTD | -4.7% | +115.8% | -120.4% | -21.8% |
| 1Y | -19.8% | +79.3% | -99.2% | -31.4% |
| 3Y | +4.1% | +262.0% | -257.9% | -26.6% |
| 5Y | +10.3% | +165.7% | -155.3% | -19.2% |
| 10Y | +203.2% | +158.9% | +44.3% | +95.4% |
| All | +6,177.6% | +4,018.7% | +2,159.0% | +2,022.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling