+172.6%
HPE vs CAKE
+72.3%
+100.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.4% | +8.5% | +4.8% |
| 7D | +13.6% | -4.6% | +18.2% | +13.2% |
| 30D | +7.7% | -6.6% | +14.3% | +7.2% |
| 3M | +22.4% | +52.9% | -30.5% | +31.6% |
| 6M | +172.6% | +65.7% | +106.8% | +192.7% |
| All | +172.6% | +72.3% | +100.3% | +192.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling