+761.8%
HPE vs CAKE
+144.7%
+617.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.5% | +10.9% | +11.9% |
| 7D | +19.4% | -4.5% | +23.9% | +21.3% |
| 30D | +5.6% | -12.4% | +18.1% | +10.2% |
| 3M | +33.1% | +37.3% | -4.3% | +18.1% |
| 6M | +192.5% | +70.7% | +121.7% | +138.6% |
| YTD | +160.9% | +106.0% | +54.9% | +98.2% |
| 1Y | +155.0% | +79.7% | +75.3% | +102.2% |
| 3Y | +289.4% | +267.8% | +21.6% | +134.6% |
| 5Y | +395.7% | +159.9% | +235.8% | +219.5% |
| 10Y | +574.8% | +154.3% | +420.5% | +244.7% |
| All | +761.8% | +144.7% | +617.0% | +340.4% |
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