+3,265.8%
CVNA vs HAL
-6.3%
+3,272.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +3.5% | +0.5% | +3.1% | +3.3% |
| 30D | +5.5% | +15.9% | -10.5% | -0.8% |
| 3M | +7.6% | -8.7% | +16.3% | +10.5% |
| 6M | +17.6% | +9.0% | +8.6% | +10.7% |
| YTD | -11.5% | +32.0% | -43.5% | -23.4% |
| 1Y | +0.4% | +72.5% | -72.1% | -23.2% |
| 3Y | +695.6% | -4.5% | +700.1% | +666.0% |
| 5Y | +13.6% | +109.7% | -96.1% | -27.7% |
| All | +3,265.8% | -6.3% | +3,272.1% | +1,604.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HAL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling