+407.5%
HWM vs CAVA
+43.2%
+364.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.0% | -9.7% | -10.5% |
| 7D | -9.2% | -1.5% | -7.6% | -8.9% |
| 30D | -17.9% | -3.7% | -14.2% | -17.7% |
| 3M | -6.0% | -18.3% | +12.3% | -4.0% |
| 6M | -7.4% | -23.5% | +16.1% | -4.8% |
| YTD | +13.1% | +2.5% | +10.6% | +9.1% |
| 1Y | +29.3% | -8.0% | +37.3% | +26.7% |
| 3Y | +389.9% | +53.5% | +336.4% | +363.7% |
| All | +407.5% | +43.2% | +364.3% | +385.5% |
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 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