+2,893.0%
HST vs CAKE
+4,088.6%
-1,195.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -1.1% |
| 7D | +3.6% | +2.5% | +1.1% | +2.6% |
| 30D | +11.2% | -3.1% | +14.3% | +12.2% |
| 3M | +13.1% | -2.2% | +15.3% | +13.2% |
| 6M | +23.9% | +94.1% | -70.1% | -4.2% |
| YTD | +52.3% | +119.4% | -67.1% | +11.6% |
| 1Y | +56.7% | +141.4% | -84.7% | +10.9% |
| 3Y | +87.5% | +273.6% | -186.1% | +10.1% |
| 5Y | +82.8% | +177.7% | -94.9% | +15.0% |
| 10Y | +134.6% | +131.9% | +2.7% | +37.3% |
| All | +2,893.0% | +4,088.6% | -1,195.6% | +805.8% |
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