+3,065.8%
CVNA vs HST
+67.3%
+2,998.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.7% | -4.6% |
| 7D | -4.3% | +0.7% | -5.0% | -4.8% |
| 30D | -2.4% | -0.7% | -1.7% | -1.9% |
| 3M | +4.5% | -4.0% | +8.5% | +7.1% |
| 6M | +10.2% | +20.7% | -10.5% | -4.0% |
| YTD | -16.7% | +31.0% | -47.8% | -31.6% |
| 1Y | -3.8% | +36.2% | -40.0% | -23.8% |
| 3Y | +648.3% | +66.6% | +581.7% | +418.7% |
| 5Y | +6.6% | +75.8% | -69.2% | -21.1% |
| All | +3,065.8% | +67.3% | +2,998.5% | +2,011.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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