-70.6%
HTZ vs CAKE
+88.3%
-158.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.1% | -16.7% | -19.6% |
| 7D | -7.7% | -2.1% | -5.6% | -6.8% |
| 30D | -13.1% | +2.3% | -15.4% | -13.1% |
| 3M | +14.7% | +5.4% | +9.3% | +17.0% |
| 6M | -70.6% | +82.5% | -153.1% | -66.2% |
| All | -70.6% | +88.3% | -158.9% | -66.2% |
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