+53.5%
CAVA vs HAS
+45.6%
+7.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.2% |
| 7D | -1.5% | -3.1% | +1.6% | -0.4% |
| 30D | -3.7% | -2.7% | -0.9% | -2.8% |
| 3M | -18.3% | +8.9% | -27.2% | -21.2% |
| 6M | -23.5% | -2.9% | -20.6% | -23.6% |
| YTD | +2.5% | +12.6% | -10.2% | -4.2% |
| 1Y | -8.0% | +17.5% | -25.4% | -15.5% |
| 3Y | +53.5% | +46.2% | +7.3% | +5.2% |
| All | +53.5% | +45.6% | +7.9% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling