+463.2%
HPE vs CVNA
+2,461.5%
-1,998.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.6% | +14.0% | +12.6% |
| 7D | +19.4% | -7.3% | +26.7% | +20.2% |
| 30D | +5.6% | -4.6% | +10.2% | +5.9% |
| 3M | +33.1% | +2.0% | +31.1% | +32.3% |
| 6M | +192.5% | +11.7% | +180.7% | +187.3% |
| YTD | +160.9% | -18.1% | +179.0% | +162.8% |
| 1Y | +155.0% | -2.4% | +157.3% | +151.7% |
| 3Y | +289.4% | +580.6% | -291.2% | +217.6% |
| 5Y | +395.7% | +4.9% | +390.8% | +329.0% |
| All | +463.2% | +2,461.5% | -1,998.3% | +213.1% |
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