+1,832.8%
CPRT vs HBM
+456.2%
+1,376.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -0.4% | +2.2% | -2.6% | -0.7% |
| 30D | +21.2% | -11.8% | +33.0% | +22.6% |
| 3M | +8.3% | -19.2% | +27.5% | +10.5% |
| 6M | -3.4% | -22.9% | +19.5% | -1.9% |
| YTD | -18.7% | +7.8% | -26.5% | -21.8% |
| 1Y | -23.5% | +34.9% | -58.4% | -28.6% |
| 3Y | -34.2% | +422.2% | -456.4% | -50.3% |
| 5Y | -18.2% | +192.8% | -211.0% | -35.7% |
| 10Y | +370.9% | +281.1% | +89.8% | +214.3% |
| All | +1,832.8% | +456.2% | +1,376.6% | +965.2% |
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