+31.0%
CAVA vs HST
+79.7%
-48.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.5% |
| 7D | -4.4% | +3.6% | -8.0% | -6.5% |
| 30D | +8.2% | +9.9% | -1.7% | +2.1% |
| 3M | -17.4% | +12.9% | -30.4% | -23.4% |
| 6M | -25.7% | +22.9% | -48.6% | -34.6% |
| YTD | -2.3% | +52.4% | -54.7% | -24.9% |
| 1Y | +17.6% | +52.5% | -34.9% | -9.8% |
| 3Y | +84.6% | +87.4% | -2.8% | +15.0% |
| All | +31.0% | +79.7% | -48.7% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling