-93.4%
HTZ vs CAKE
+127.3%
-220.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.1% | -16.7% | -18.7% |
| 7D | -7.7% | -2.1% | -5.6% | -6.2% |
| 30D | -13.1% | +2.3% | -15.4% | -13.8% |
| 3M | +14.7% | +5.4% | +9.3% | +12.4% |
| 6M | -70.6% | +82.5% | -153.1% | -79.0% |
| YTD | -65.2% | +122.0% | -187.2% | -77.7% |
| 1Y | -73.2% | +133.9% | -207.1% | -83.3% |
| 3Y | -80.8% | +281.7% | -362.5% | -90.9% |
| 5Y | -94.8% | +167.1% | -261.9% | -97.4% |
| All | -93.4% | +127.3% | -220.7% | -96.7% |
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