+50.5%
CAVA vs HST
+65.3%
-14.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.9% | -6.0% |
| 7D | -8.5% | -0.3% | -8.2% | -8.4% |
| 30D | -8.2% | -2.8% | -5.5% | -6.4% |
| 3M | -25.9% | -6.5% | -19.4% | -22.9% |
| 6M | -30.9% | +20.7% | -51.6% | -38.7% |
| YTD | -3.7% | +30.5% | -34.2% | -18.7% |
| 1Y | -13.4% | +36.8% | -50.2% | -29.4% |
| All | +50.5% | +65.3% | -14.8% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling