-19.8%
HD vs CVNA
+2.4%
-22.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.6% | +0.8% |
| 7D | -2.1% | +0.7% | -2.8% | -2.1% |
| 30D | -8.4% | +7.4% | -15.8% | -9.3% |
| 3M | +4.3% | +12.7% | -8.3% | +2.6% |
| 6M | -11.1% | +17.9% | -29.1% | -12.8% |
| YTD | -4.7% | -11.6% | +7.0% | -6.1% |
| 1Y | -19.8% | +0.8% | -20.6% | -21.6% |
| All | -19.8% | +2.4% | -22.2% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 1y: compounded portfolio wealth divided by compounded CVNA 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…
1y analysis · Full analysis span regression · 6 months rolling