+380.3%
HWM vs CAKE
+256.2%
+124.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.3% | -1.5% |
| 7D | -12.5% | -5.6% | -6.9% | -11.4% |
| 30D | -19.0% | -10.5% | -8.5% | -17.2% |
| 3M | -8.6% | +43.6% | -52.2% | -17.1% |
| 6M | -10.2% | +63.0% | -73.2% | -21.6% |
| YTD | +11.3% | +102.9% | -91.6% | -9.0% |
| 1Y | +24.3% | +75.6% | -51.4% | +5.6% |
| All | +380.3% | +256.2% | +124.1% | +245.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling