+580.6%
CVNA vs HCA
+59.6%
+521.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.0% |
| 7D | -7.3% | +5.4% | -12.7% | -8.7% |
| 30D | -4.6% | +3.0% | -7.6% | -5.6% |
| 3M | +2.0% | +13.0% | -11.0% | -2.3% |
| 6M | +11.7% | -20.3% | +32.0% | +20.1% |
| YTD | -18.1% | -8.2% | -9.8% | -16.9% |
| 1Y | -2.4% | +6.7% | -9.1% | -8.2% |
| 3Y | +580.6% | +60.4% | +520.2% | +259.0% |
| All | +580.6% | +59.6% | +521.0% | +259.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 3y: compounded portfolio wealth divided by compounded HCA 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…
3y analysis · Full analysis span regression · 6 months rolling