-2.4%
CVNA vs HUBB
+5.5%
-7.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.5% |
| 7D | -7.3% | -0.1% | -7.2% | -7.3% |
| 30D | -4.6% | -10.0% | +5.4% | +0.6% |
| 3M | +2.0% | -1.6% | +3.6% | +1.3% |
| 6M | +11.7% | -3.1% | +14.8% | +10.8% |
| YTD | -18.1% | +4.6% | -22.6% | -23.5% |
| 1Y | -2.4% | +3.3% | -5.7% | -12.5% |
| All | -2.4% | +5.5% | -7.9% | -12.5% |
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