+48.8%
CAVA vs HUBB
+46.2%
+2.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +2.5% |
| 7D | -8.0% | -0.1% | -8.0% | -7.9% |
| 30D | -19.6% | -10.0% | -9.6% | -14.6% |
| 3M | -36.7% | -1.6% | -35.1% | -37.1% |
| 6M | -30.6% | -3.1% | -27.5% | -31.5% |
| YTD | -4.8% | +4.6% | -9.4% | -11.4% |
| 1Y | -13.1% | +3.3% | -16.5% | -19.0% |
| 3Y | +48.8% | +46.6% | +2.2% | +15.6% |
| All | +48.8% | +46.2% | +2.6% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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