+23.3%
CAVA vs HUBB
+50.0%
-26.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.9% | -4.1% |
| 7D | -12.4% | -1.7% | -10.8% | -11.5% |
| 30D | -11.2% | -12.7% | +1.5% | -4.1% |
| 3M | -33.8% | -2.9% | -30.8% | -33.8% |
| 6M | -32.5% | -4.8% | -27.7% | -32.7% |
| YTD | -8.0% | +2.8% | -10.8% | -13.7% |
| 1Y | -17.1% | +3.5% | -20.7% | -23.2% |
| 3Y | +37.8% | +43.5% | -5.7% | +3.0% |
| All | +23.3% | +50.0% | -26.7% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling