+3,015.3%
CVNA vs HBM
+352.6%
+2,662.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -7.3% | -3.3% | -4.0% | -6.1% |
| 30D | -4.6% | -4.8% | +0.2% | -3.1% |
| 3M | +2.0% | -0.4% | +2.4% | +0.2% |
| 6M | +11.7% | +17.9% | -6.1% | -0.6% |
| YTD | -18.1% | +33.7% | -51.8% | -32.6% |
| 1Y | -2.4% | +95.6% | -98.0% | -32.9% |
| 3Y | +580.6% | +458.1% | +122.4% | +178.4% |
| 5Y | +4.9% | +329.0% | -324.1% | -54.3% |
| All | +3,015.3% | +352.6% | +2,662.7% | +844.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling