+403.3%
HWM vs CAVA
+33.0%
+370.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.7% | +0.2% |
| 7D | -11.4% | -8.0% | -3.4% | -10.4% |
| 30D | -18.5% | -19.6% | +1.1% | -16.0% |
| 3M | -13.2% | -36.7% | +23.5% | -7.6% |
| 6M | -8.7% | -30.6% | +21.9% | -4.8% |
| YTD | +12.2% | -4.8% | +16.9% | +9.4% |
| 1Y | +24.9% | -13.1% | +38.0% | +23.3% |
| 3Y | +383.9% | +48.8% | +335.1% | +361.6% |
| All | +403.3% | +33.0% | +370.2% | +386.5% |
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