-8.2%
HUM vs CAVA
+33.0%
-41.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +2.1% |
| 7D | +2.1% | -8.0% | +10.1% | +2.5% |
| 30D | +5.4% | -19.6% | +25.0% | +6.4% |
| 3M | +11.4% | -36.7% | +48.1% | +13.6% |
| 6M | +141.5% | -30.6% | +172.1% | +144.5% |
| YTD | +61.2% | -4.8% | +66.0% | +60.0% |
| 1Y | +49.2% | -13.1% | +62.3% | +48.2% |
| 3Y | -9.0% | +48.8% | -57.8% | -10.4% |
| All | -8.2% | +33.0% | -41.3% | -10.1% |
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