+159.5%
HD vs CVNA
+2,662.6%
-2,503.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% |
| 3M | +4.3% | +12.7% | -8.3% | +2.8% |
| 6M | -11.1% | +17.9% | -29.1% | -13.0% |
| YTD | -4.7% | -11.6% | +7.0% | -4.5% |
| 1Y | -19.8% | +0.8% | -20.6% | -21.2% |
| 3Y | +4.1% | +633.4% | -629.3% | -19.3% |
| 5Y | +10.3% | +13.5% | -3.2% | -9.0% |
| All | +159.5% | +2,662.6% | -2,503.1% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling