+264.7%
HPE vs CAVA
+34.5%
+230.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.0% | +11.2% | +6.1% |
| 7D | +13.6% | -8.5% | +22.2% | +15.3% |
| 30D | +7.7% | -8.2% | +16.0% | +9.0% |
| 3M | +22.4% | -25.9% | +48.3% | +27.4% |
| 6M | +172.6% | -30.9% | +203.5% | +185.2% |
| YTD | +147.5% | -3.7% | +151.2% | +139.3% |
| 1Y | +151.8% | -13.4% | +165.2% | +147.3% |
| 3Y | +267.1% | +44.2% | +222.8% | +267.6% |
| All | +264.7% | +34.5% | +230.2% | +267.9% |
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