+32.6%
HD vs CVNA
+1,008.4%
-975.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +2.5% |
| 7D | +3.6% | +5.9% | -2.3% | +3.0% |
| 30D | +21.6% | +19.7% | +1.9% | +19.2% |
| 3M | +0.1% | +7.6% | -7.5% | -1.0% |
| 6M | +13.0% | -2.2% | +15.1% | +12.3% |
| YTD | +4.9% | -9.6% | +14.6% | +4.3% |
| 1Y | -2.1% | +25.4% | -27.5% | -5.6% |
| 3Y | +32.6% | +1,152.6% | -1,120.0% | -3.3% |
| All | +32.6% | +1,008.4% | -975.8% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling