+580.6%
CVNA vs HUBS
-58.2%
+638.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -7.3% | -9.0% | +1.7% | -3.9% |
| 30D | -4.6% | +7.2% | -11.8% | -8.2% |
| 3M | +2.0% | +20.9% | -18.9% | -9.1% |
| 6M | +11.7% | -13.0% | +24.8% | +10.5% |
| YTD | -18.1% | -43.8% | +25.8% | +3.3% |
| 1Y | -2.4% | -54.6% | +52.3% | +38.8% |
| 3Y | +580.6% | -58.5% | +639.0% | +784.0% |
| All | +580.6% | -58.2% | +638.8% | +784.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 3y: compounded portfolio wealth divided by compounded HUBS 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…
3y analysis · Full analysis span regression · 6 months rolling