+6.6%
CVNA vs HUBB
+148.7%
-142.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.8% |
| 7D | -4.3% | -1.7% | -2.6% | -2.8% |
| 30D | -2.4% | -12.7% | +10.3% | +10.0% |
| 3M | +4.5% | -2.9% | +7.5% | +4.8% |
| 6M | +10.2% | -4.8% | +15.0% | +11.2% |
| YTD | -16.7% | +2.8% | -19.5% | -23.1% |
| 1Y | -3.8% | +3.5% | -7.3% | -12.3% |
| 3Y | +648.3% | +43.5% | +604.8% | +349.6% |
| 5Y | +6.6% | +154.2% | -147.6% | -70.2% |
| All | +6.6% | +148.7% | -142.1% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling