+389.4%
HWM vs CAVA
+36.5%
+352.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.2% |
| 7D | +11.1% | -4.4% | +15.6% | +11.9% |
| 30D | +3.0% | +8.2% | -5.3% | +1.7% |
| 3M | -20.7% | -17.4% | -3.3% | -18.8% |
| 6M | -17.2% | -25.7% | +8.5% | -14.5% |
| YTD | +9.1% | -2.3% | +11.3% | +5.7% |
| 1Y | +9.0% | +17.6% | -8.6% | +1.8% |
| 3Y | +353.8% | +84.6% | +269.3% | +325.5% |
| All | +389.4% | +36.5% | +352.8% | +370.2% |
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