+41.5%
HDB vs CAKE
+155.4%
-113.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.5% | +5.3% | +6.6% |
| 7D | +0.7% | -4.5% | +5.2% | +1.6% |
| 30D | +1.0% | -12.4% | +13.4% | +3.4% |
| 3M | -2.0% | +37.3% | -39.3% | -8.0% |
| 6M | -18.1% | +70.7% | -88.8% | -26.3% |
| YTD | -36.1% | +106.0% | -142.1% | -44.7% |
| 1Y | -34.0% | +79.7% | -113.7% | -41.5% |
| 3Y | -26.7% | +267.8% | -294.5% | -44.7% |
| 5Y | -33.9% | +159.9% | -193.8% | -48.3% |
| All | +41.5% | +155.4% | -113.9% | -12.3% |
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 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