+3,015.3%
CVNA vs HSY
+103.9%
+2,911.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -4.6% | -5.2% | +0.6% | -2.8% |
| 3M | +2.0% | -3.4% | +5.4% | +3.2% |
| 6M | +11.7% | -19.2% | +30.9% | +19.7% |
| YTD | -18.1% | -2.6% | -15.4% | -18.3% |
| 1Y | -2.4% | -3.8% | +1.4% | -2.8% |
| 3Y | +580.6% | -10.6% | +591.2% | +578.4% |
| 5Y | +4.9% | +12.3% | -7.4% | -16.3% |
| All | +3,015.3% | +103.9% | +2,911.4% | +1,608.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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