+3,015.3%
CVNA vs HUBB
+384.7%
+2,630.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -3.2% |
| 7D | -7.3% | -0.1% | -7.2% | -7.3% |
| 30D | -4.6% | -10.0% | +5.4% | +4.8% |
| 3M | +2.0% | -1.6% | +3.6% | +1.1% |
| 6M | +11.7% | -3.1% | +14.8% | +11.2% |
| YTD | -18.1% | +4.6% | -22.6% | -25.1% |
| 1Y | -2.4% | +3.3% | -5.7% | -10.1% |
| 3Y | +580.6% | +46.6% | +534.0% | +327.2% |
| 5Y | +4.9% | +158.7% | -153.8% | -62.2% |
| All | +3,015.3% | +384.7% | +2,630.6% | +541.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling