+287.8%
HL vs CAVA
+28.6%
+259.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.5% | -3.2% |
| 7D | -5.6% | -12.4% | +6.8% | -3.4% |
| 30D | +12.7% | -11.2% | +23.9% | +15.0% |
| 3M | +42.5% | -33.8% | +76.3% | +52.0% |
| 6M | -9.0% | -32.5% | +23.5% | -3.7% |
| YTD | +4.4% | -8.0% | +12.4% | +4.2% |
| 1Y | +82.7% | -17.1% | +99.8% | +84.2% |
| 3Y | +406.3% | +37.8% | +368.5% | +317.2% |
| All | +287.8% | +28.6% | +259.2% | +229.9% |
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