+184.0%
HD vs CVNA
+2,635.9%
-2,452.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | -1.2% | -4.8% | +3.6% | -0.7% |
| 30D | +20.9% | +24.1% | -3.2% | +18.3% |
| 3M | -0.2% | +2.6% | -2.8% | -0.7% |
| 6M | +14.5% | -3.1% | +17.6% | +14.1% |
| YTD | +4.3% | -12.5% | +16.8% | +4.3% |
| 1Y | -3.5% | +13.0% | -16.5% | -5.9% |
| 3Y | +30.1% | +1,165.3% | -1,135.2% | -3.9% |
| 5Y | +8.5% | +29.0% | -20.5% | -12.2% |
| All | +184.0% | +2,635.9% | -2,452.0% | +49.3% |
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