+33.0%
CAVA vs HAS
+124.1%
-91.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | -1.6% | +1.4% | -2.9% | -2.0% |
| 30D | +12.9% | +26.3% | -13.4% | +3.5% |
| 3M | -19.3% | +25.6% | -44.9% | -25.9% |
| 6M | -19.5% | +30.3% | -49.7% | -27.7% |
| YTD | -0.8% | +50.4% | -51.1% | -16.8% |
| 1Y | +20.8% | +57.7% | -36.9% | -0.7% |
| 3Y | +85.7% | +213.4% | -127.7% | +8.8% |
| All | +33.0% | +124.1% | -91.0% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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