+99.3%
HLT vs CAKE
+261.6%
-162.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | -1.6% | -4.5% | +2.9% | -0.5% |
| 30D | -5.0% | -12.4% | +7.4% | -2.0% |
| 3M | -10.4% | +37.3% | -47.7% | -18.3% |
| 6M | +3.2% | +70.7% | -67.5% | -12.0% |
| YTD | +6.7% | +106.0% | -99.2% | -14.2% |
| 1Y | +10.3% | +79.7% | -69.4% | -8.1% |
| 3Y | +99.3% | +267.8% | -168.4% | +29.1% |
| All | +99.3% | +261.6% | -162.3% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling