+114.2%
HIG vs CAKE
+157.8%
-43.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -1.5% | -4.5% | +3.1% | -0.7% |
| 30D | -0.4% | -12.4% | +12.1% | +1.7% |
| 3M | +6.7% | +37.3% | -30.7% | +0.8% |
| 6M | +2.0% | +70.7% | -68.8% | -7.4% |
| YTD | +0.3% | +106.0% | -105.7% | -12.1% |
| 1Y | +4.2% | +79.7% | -75.5% | -6.7% |
| 3Y | +102.2% | +267.8% | -165.5% | +55.6% |
| All | +114.2% | +157.8% | -43.6% | +68.5% |
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