+181.9%
HD vs CVNA
+2,580.4%
-2,398.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.1% |
| 7D | +1.5% | -1.6% | +3.2% | +1.7% |
| 30D | +18.0% | +24.9% | -6.9% | +15.4% |
| 3M | +2.8% | -1.8% | +4.6% | +2.6% |
| 6M | +17.0% | +3.5% | +13.4% | +15.8% |
| YTD | +3.5% | -14.3% | +17.8% | +3.8% |
| 1Y | -2.6% | +13.6% | -16.2% | -5.1% |
| 3Y | +30.7% | +1,163.4% | -1,132.7% | -3.4% |
| 5Y | +6.2% | +22.9% | -16.7% | -13.6% |
| All | +181.9% | +2,580.4% | -2,398.5% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling