+392.8%
CPRT vs HST
+142.8%
+249.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +6.0% | -2.7% | +8.7% | +6.9% |
| 30D | +20.0% | +10.7% | +9.3% | +16.2% |
| 3M | +10.1% | +6.3% | +3.9% | +7.9% |
| 6M | -4.3% | +19.0% | -23.3% | -9.7% |
| YTD | -18.4% | +47.0% | -65.4% | -28.1% |
| 1Y | -20.1% | +53.4% | -73.5% | -30.6% |
| 3Y | -30.4% | +78.0% | -108.4% | -43.3% |
| 5Y | -17.0% | +71.7% | -88.7% | -32.9% |
| All | +392.8% | +142.8% | +249.9% | +245.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling