+1,773.8%
HWM vs CAKE
+148.6%
+1,625.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -2.1% | -4.0% | +1.9% | -0.6% |
| 30D | -11.0% | +2.4% | -13.4% | -12.2% |
| 3M | +4.0% | +69.0% | -64.9% | -16.6% |
| 6M | -0.2% | +69.3% | -69.5% | -20.6% |
| YTD | +26.7% | +115.8% | -89.1% | -9.1% |
| 1Y | +44.7% | +79.3% | -34.6% | +11.1% |
| 3Y | +426.1% | +262.0% | +164.1% | +190.7% |
| 5Y | +738.5% | +165.7% | +572.8% | +397.6% |
| All | +1,773.8% | +148.6% | +1,625.2% | +710.7% |
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