+1,223.0%
CPRT vs HCA
+1,648.5%
-425.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +2.2% | -3.1% | +5.3% | +3.1% |
| 30D | +16.6% | -1.1% | +17.8% | +16.8% |
| 3M | +9.6% | +12.2% | -2.6% | +5.8% |
| 6M | -11.1% | -25.3% | +14.2% | -4.5% |
| YTD | -13.9% | -12.9% | -0.9% | -11.6% |
| 1Y | -32.5% | -0.9% | -31.6% | -33.5% |
| 3Y | -25.0% | +47.6% | -72.7% | -35.3% |
| 5Y | -7.4% | +67.0% | -74.3% | -24.2% |
| 10Y | +422.0% | +471.4% | -49.5% | +202.5% |
| All | +1,223.0% | +1,648.5% | -425.5% | +487.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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