+2,092.5%
CVNA vs HUT
+422.3%
+1,670.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.2% | -4.6% | +0.3% |
| 7D | +0.7% | +17.8% | -17.0% | -2.6% |
| 30D | +7.4% | +0.8% | +6.5% | +6.6% |
| 3M | +12.7% | -26.8% | +39.5% | +15.8% |
| 6M | +17.9% | +72.6% | -54.6% | -0.6% |
| YTD | -11.6% | +103.6% | -115.3% | -29.5% |
| 1Y | +0.8% | +265.3% | -264.5% | -31.0% |
| 3Y | +633.4% | +689.4% | -56.0% | +270.0% |
| 5Y | +13.5% | +75.3% | -61.9% | -38.2% |
| All | +2,092.5% | +422.3% | +1,670.2% | +629.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling