+3,206.8%
CVNA vs HPQ
+138.8%
+3,067.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -5.0% |
| 7D | -1.0% | +2.2% | -3.2% | -2.7% |
| 30D | -1.0% | +9.7% | -10.8% | -8.0% |
| 3M | +5.5% | +32.7% | -27.3% | -14.5% |
| 6M | +11.8% | +77.7% | -65.9% | -28.6% |
| YTD | -13.0% | +51.0% | -64.0% | -38.1% |
| 1Y | -2.1% | +18.4% | -20.5% | -18.2% |
| 3Y | +681.6% | +25.6% | +656.1% | +488.0% |
| 5Y | +11.6% | +38.6% | -27.0% | -15.9% |
| All | +3,206.8% | +138.8% | +3,067.9% | +1,674.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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