+284.5%
HPE vs CAVA
+33.0%
+251.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +3.5% | +9.0% | +11.8% |
| 7D | +19.4% | -8.0% | +27.4% | +21.1% |
| 30D | +5.6% | -19.6% | +25.2% | +9.4% |
| 3M | +33.1% | -36.7% | +69.7% | +42.6% |
| 6M | +192.5% | -30.6% | +223.0% | +205.8% |
| YTD | +160.9% | -4.8% | +165.7% | +152.9% |
| 1Y | +155.0% | -13.1% | +168.1% | +150.3% |
| 3Y | +289.4% | +48.8% | +240.6% | +290.6% |
| All | +284.5% | +33.0% | +251.4% | +288.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling