+3,214.0%
CVNA vs HAS
+63.2%
+3,150.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.5% |
| 7D | +7.7% | -0.2% | +7.9% | +8.1% |
| 30D | +17.2% | +31.0% | -13.8% | -7.2% |
| 3M | +7.7% | +30.7% | -23.0% | -14.8% |
| 6M | -5.5% | +23.9% | -29.4% | -23.4% |
| YTD | -12.8% | +48.3% | -61.1% | -41.0% |
| 1Y | +26.8% | +60.2% | -33.4% | -19.9% |
| 3Y | +1,007.0% | +189.2% | +817.8% | +277.7% |
| 5Y | +23.5% | +50.4% | -26.9% | -15.8% |
| All | +3,214.0% | +63.2% | +3,150.8% | +1,426.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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