+591.6%
CVNA vs HL
+397.6%
+194.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -3.3% |
| 7D | -4.3% | -5.6% | +1.3% | -3.0% |
| 30D | -2.4% | +12.7% | -15.1% | -5.3% |
| 3M | +4.5% | +42.5% | -38.0% | -4.5% |
| 6M | +10.2% | -9.0% | +19.2% | +10.8% |
| YTD | -16.7% | +4.4% | -21.1% | -19.8% |
| 1Y | -3.8% | +82.7% | -86.4% | -21.1% |
| All | +591.6% | +397.6% | +194.0% | +231.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling