+3,015.3%
CVNA vs HL
+285.1%
+2,730.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -7.3% | -4.4% | -2.9% | -6.2% |
| 30D | -4.6% | +9.3% | -13.9% | -6.9% |
| 3M | +2.0% | +32.0% | -30.0% | -5.6% |
| 6M | +11.7% | -6.4% | +18.2% | +11.7% |
| YTD | -18.1% | +3.1% | -21.2% | -21.3% |
| 1Y | -2.4% | +77.6% | -79.9% | -20.4% |
| 3Y | +580.6% | +392.8% | +187.7% | +294.6% |
| 5Y | +4.9% | +234.1% | -229.2% | -36.8% |
| All | +3,015.3% | +285.1% | +2,730.2% | +1,211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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