+147.1%
HD vs CVNA
+2,503.0%
-2,355.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.7% | -1.1% |
| 7D | -3.9% | -4.3% | +0.4% | -3.5% |
| 30D | -13.1% | -2.4% | -10.7% | -13.0% |
| 3M | -3.4% | +4.5% | -7.9% | -4.2% |
| 6M | -12.6% | +10.2% | -22.8% | -13.8% |
| YTD | -9.2% | -16.7% | +7.5% | -8.6% |
| 1Y | -23.9% | -3.8% | -20.2% | -24.9% |
| 3Y | +0.4% | +648.3% | -647.9% | -22.3% |
| 5Y | +4.5% | +6.6% | -2.0% | -13.2% |
| All | +147.1% | +2,503.0% | -2,355.9% | +30.8% |
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