+408.2%
HPE vs CVNA
+2,667.4%
-2,259.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.2% | +7.6% | +7.7% |
| 7D | +10.1% | +3.5% | +6.6% | +9.8% |
| 30D | +5.3% | +5.5% | -0.2% | +4.6% |
| 3M | +12.7% | +7.6% | +5.1% | +11.5% |
| 6M | +167.7% | +17.6% | +150.1% | +161.7% |
| YTD | +135.5% | -11.5% | +146.9% | +135.5% |
| 1Y | +143.4% | +0.4% | +143.0% | +139.6% |
| 3Y | +249.2% | +695.6% | -446.4% | +181.1% |
| 5Y | +343.8% | +13.6% | +330.3% | +281.4% |
| All | +408.2% | +2,667.4% | -2,259.2% | +180.6% |
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