+399.5%
HWM vs CAVA
+28.6%
+371.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -1.4% |
| 7D | -12.5% | -12.4% | -0.1% | -10.8% |
| 30D | -19.0% | -11.2% | -7.8% | -17.9% |
| 3M | -8.6% | -33.8% | +25.2% | -3.5% |
| 6M | -10.2% | -32.5% | +22.4% | -6.0% |
| YTD | +11.3% | -8.0% | +19.3% | +9.1% |
| 1Y | +24.3% | -17.1% | +41.4% | +23.6% |
| 3Y | +382.3% | +37.8% | +344.4% | +363.6% |
| All | +399.5% | +28.6% | +371.0% | +385.4% |
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