+29.1%
CAVA vs HBM
+476.0%
-446.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.9% |
| 7D | -8.5% | +5.5% | -14.1% | -9.6% |
| 30D | -8.2% | +3.3% | -11.5% | -8.9% |
| 3M | -25.9% | +12.7% | -38.6% | -28.3% |
| 6M | -30.9% | +28.2% | -59.1% | -36.6% |
| YTD | -3.7% | +45.3% | -49.0% | -15.5% |
| 1Y | -13.4% | +121.7% | -135.1% | -33.3% |
| 3Y | +44.2% | +523.5% | -479.3% | -27.5% |
| All | +29.1% | +476.0% | -446.9% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling