-33.4%
CPRT vs HBM
+117.5%
-150.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.8% |
| 7D | -0.4% | +5.5% | -5.9% | -0.2% |
| 30D | +8.2% | +3.3% | +5.0% | +8.4% |
| 3M | +2.3% | +12.7% | -10.4% | +3.1% |
| 6M | -14.7% | +28.2% | -42.9% | -14.5% |
| YTD | -18.2% | +45.3% | -63.5% | -18.0% |
| 1Y | -33.4% | +121.7% | -155.1% | -34.9% |
| All | -33.4% | +117.5% | -150.9% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling