+52.9%
HCA vs CAVA
+33.0%
+19.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +1.2% |
| 7D | +5.4% | -8.0% | +13.4% | +5.8% |
| 30D | +3.0% | -19.6% | +22.5% | +3.9% |
| 3M | +13.0% | -36.7% | +49.7% | +15.2% |
| 6M | -20.3% | -30.6% | +10.3% | -19.3% |
| YTD | -8.2% | -4.8% | -3.4% | -8.8% |
| 1Y | +6.7% | -13.1% | +19.8% | +6.3% |
| 3Y | +60.4% | +48.8% | +11.6% | +50.4% |
| All | +52.9% | +33.0% | +19.8% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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