+37.0%
HPQ vs CAKE
+261.6%
-224.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.5% | +6.9% | +8.1% |
| 7D | +9.8% | -4.5% | +14.3% | +10.9% |
| 30D | +22.4% | -12.4% | +34.8% | +25.8% |
| 3M | +45.2% | +37.3% | +7.8% | +33.1% |
| 6M | +96.4% | +70.7% | +25.7% | +69.4% |
| YTD | +65.4% | +106.0% | -40.6% | +33.6% |
| 1Y | +31.6% | +79.7% | -48.1% | +10.5% |
| 3Y | +37.0% | +267.8% | -230.7% | -3.9% |
| All | +37.0% | +261.6% | -224.6% | -3.9% |
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