+3,015.3%
CVNA vs HUM
+103.4%
+2,911.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -2.4% |
| 7D | -7.3% | +2.1% | -9.3% | -8.0% |
| 30D | -4.6% | +5.4% | -10.0% | -6.4% |
| 3M | +2.0% | +11.4% | -9.4% | -2.4% |
| 6M | +11.7% | +141.5% | -129.8% | -20.5% |
| YTD | -18.1% | +61.2% | -79.2% | -33.3% |
| 1Y | -2.4% | +49.2% | -51.5% | -19.1% |
| 3Y | +580.6% | -9.0% | +589.6% | +558.3% |
| 5Y | +4.9% | +7.2% | -2.3% | -11.2% |
| All | +3,015.3% | +103.4% | +2,911.9% | +1,656.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 all: compounded portfolio wealth divided by compounded HUM 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…
all analysis · Full analysis span regression · 6 months rolling