+3,206.8%
CVNA vs HCA
+444.7%
+2,762.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -4.8% |
| 7D | -1.0% | +4.9% | -5.9% | -4.1% |
| 30D | -1.0% | +1.9% | -2.9% | -2.9% |
| 3M | +5.5% | +12.7% | -7.3% | -4.0% |
| 6M | +11.8% | -22.3% | +34.2% | +28.5% |
| YTD | -13.0% | -9.3% | -3.7% | -10.9% |
| 1Y | -2.1% | +2.7% | -4.9% | -9.0% |
| 3Y | +681.6% | +57.8% | +623.8% | +413.2% |
| 5Y | +11.6% | +70.3% | -58.7% | -30.6% |
| All | +3,206.8% | +444.7% | +2,762.0% | +1,046.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling