+0.8%
CVNA vs HUBB
+8.5%
-7.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +7.4% | -10.0% | +17.4% | +13.0% |
| 3M | +12.7% | -4.8% | +17.5% | +14.2% |
| 6M | +17.9% | -5.6% | +23.5% | +18.5% |
| YTD | -11.6% | +4.7% | -16.3% | -17.0% |
| 1Y | +0.8% | +6.7% | -5.9% | -10.2% |
| All | +0.8% | +8.5% | -7.7% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling