+1,559.5%
HWM vs CAKE
+137.3%
+1,422.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | -11.4% | -4.5% | -6.9% | -9.9% |
| 30D | -18.5% | -12.4% | -6.0% | -14.5% |
| 3M | -13.2% | +37.3% | -50.5% | -24.5% |
| 6M | -8.7% | +70.7% | -79.4% | -27.6% |
| YTD | +12.2% | +106.0% | -93.8% | -18.1% |
| 1Y | +24.9% | +79.7% | -54.7% | -4.3% |
| 3Y | +383.9% | +267.8% | +116.1% | +165.2% |
| 5Y | +646.1% | +159.9% | +486.3% | +345.6% |
| All | +1,559.5% | +137.3% | +1,422.1% | +630.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling