+3,259.9%
CVNA vs HST
+66.6%
+3,193.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | +0.7% | -1.0% | +1.8% | +1.5% |
| 30D | +7.4% | -12.3% | +19.6% | +17.3% |
| 3M | +12.7% | -6.4% | +19.0% | +17.5% |
| 6M | +17.9% | +15.0% | +2.9% | +6.3% |
| YTD | -11.6% | +30.5% | -42.1% | -27.2% |
| 1Y | +0.8% | +35.7% | -34.9% | -20.0% |
| 3Y | +633.4% | +68.4% | +565.1% | +405.0% |
| 5Y | +13.5% | +73.1% | -59.6% | -15.3% |
| All | +3,259.9% | +66.6% | +3,193.3% | +2,147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling