+2,057.8%
CVNA vs HUT
+435.6%
+1,622.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.0% |
| 7D | -1.0% | +18.9% | -19.9% | -4.5% |
| 30D | -1.0% | +12.0% | -13.0% | -3.7% |
| 3M | +5.5% | -14.9% | +20.3% | +5.3% |
| 6M | +11.8% | +96.8% | -85.0% | -8.2% |
| YTD | -13.0% | +108.8% | -121.8% | -31.0% |
| 1Y | -2.1% | +227.4% | -229.5% | -31.3% |
| 3Y | +681.6% | +760.3% | -78.6% | +287.5% |
| 5Y | +11.6% | +86.1% | -74.4% | -39.6% |
| All | +2,057.8% | +435.6% | +1,622.3% | +614.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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