+852.7%
HUT vs CAVA
+33.0%
+819.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.3% | +7.5% |
| 7D | +5.4% | -8.0% | +13.4% | +8.9% |
| 30D | +8.6% | -19.6% | +28.2% | +17.3% |
| 3M | -15.2% | -36.7% | +21.5% | -1.0% |
| 6M | +92.9% | -30.6% | +123.5% | +115.5% |
| YTD | +114.6% | -4.8% | +119.4% | +104.8% |
| 1Y | +208.5% | -13.1% | +221.6% | +203.9% |
| 3Y | +821.5% | +48.8% | +772.7% | +806.2% |
| All | +852.7% | +33.0% | +819.6% | +906.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling