+1,947.5%
CPRT vs HBM
+613.3%
+1,334.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.5% |
| 7D | +2.2% | -6.4% | +8.6% | +3.0% |
| 30D | +16.6% | +5.9% | +10.7% | +15.7% |
| 3M | +9.6% | -8.9% | +18.5% | +9.9% |
| 6M | -11.1% | +10.7% | -21.8% | -13.7% |
| YTD | -13.9% | +38.3% | -52.1% | -19.2% |
| 1Y | -32.5% | +121.3% | -153.9% | -40.8% |
| 3Y | -25.0% | +450.6% | -475.6% | -43.5% |
| 5Y | -7.4% | +338.0% | -345.4% | -30.5% |
| 10Y | +422.0% | +578.6% | -156.6% | +226.2% |
| All | +1,947.5% | +613.3% | +1,334.2% | +1,000.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling