+2,559.7%
HPQ vs CAKE
+3,831.8%
-1,272.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.5% | +6.9% | +8.0% |
| 7D | +9.8% | -4.5% | +14.3% | +10.9% |
| 30D | +22.4% | -12.4% | +34.8% | +26.0% |
| 3M | +45.2% | +37.3% | +7.8% | +33.7% |
| 6M | +96.4% | +70.7% | +25.7% | +70.8% |
| YTD | +65.4% | +106.0% | -40.6% | +36.8% |
| 1Y | +31.6% | +79.7% | -48.1% | +12.3% |
| 3Y | +37.0% | +267.8% | -230.7% | -3.1% |
| 5Y | +53.0% | +159.9% | -106.9% | +13.6% |
| 10Y | +257.2% | +154.3% | +102.9% | +139.8% |
| All | +2,559.7% | +3,831.8% | -1,272.2% | +927.1% |
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 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