-32.5%
CPRT vs HST
+38.1%
-70.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +2.2% | -1.0% | +3.2% | +2.4% |
| 30D | +16.6% | -12.3% | +28.9% | +19.0% |
| 3M | +9.6% | -6.4% | +15.9% | +10.8% |
| 6M | -11.1% | +15.0% | -26.1% | -13.1% |
| YTD | -13.9% | +30.5% | -44.4% | -15.7% |
| 1Y | -32.5% | +35.7% | -68.2% | -32.8% |
| All | -32.5% | +38.1% | -70.6% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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