-17.1%
CAVA vs HST
+37.1%
-54.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.7% |
| 7D | -12.4% | +0.7% | -13.1% | -12.8% |
| 30D | -11.2% | -0.7% | -10.5% | -10.7% |
| 3M | -33.8% | -4.0% | -29.8% | -32.2% |
| 6M | -32.5% | +20.7% | -53.2% | -38.0% |
| YTD | -8.0% | +31.0% | -39.0% | -18.0% |
| 1Y | -17.1% | +36.2% | -53.4% | -27.7% |
| All | -17.1% | +37.1% | -54.2% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling