+1,150.8%
CVNA vs HST
+92.1%
+1,058.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.1% | -5.1% |
| 7D | +2.4% | +0.6% | +1.9% | +2.0% |
| 30D | +14.6% | +14.5% | +0.1% | +2.8% |
| 3M | -1.5% | +15.4% | -16.9% | -12.3% |
| 6M | -6.3% | +22.0% | -28.3% | -21.1% |
| YTD | -13.5% | +54.9% | -68.3% | -40.6% |
| 1Y | +13.3% | +54.0% | -40.7% | -22.3% |
| 3Y | +1,150.8% | +90.4% | +1,060.3% | +283.7% |
| All | +1,150.8% | +92.1% | +1,058.7% | +283.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling