+27.6%
CAVA vs HBM
+430.0%
-402.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | -8.0% | -3.3% | -4.7% | -7.4% |
| 30D | -19.6% | -4.8% | -14.7% | -18.9% |
| 3M | -36.7% | -0.4% | -36.3% | -37.1% |
| 6M | -30.6% | +17.9% | -48.5% | -35.2% |
| YTD | -4.8% | +33.7% | -38.5% | -15.0% |
| 1Y | -13.1% | +95.6% | -108.7% | -31.1% |
| 3Y | +48.8% | +458.1% | -409.3% | -23.1% |
| All | +27.6% | +430.0% | -402.4% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 5y: compounded portfolio wealth divided by compounded HBM 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…
5y analysis · Full analysis span regression · 6 months rolling