+427.4%
CPRT vs HST
+97.2%
+330.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.2% | -1.0% | +3.2% | +2.5% |
| 30D | +16.6% | -12.3% | +28.9% | +21.3% |
| 3M | +9.6% | -6.4% | +15.9% | +11.6% |
| 6M | -11.1% | +15.0% | -26.1% | -15.3% |
| YTD | -13.9% | +30.5% | -44.4% | -21.1% |
| 1Y | -32.5% | +35.7% | -68.2% | -39.2% |
| 3Y | -25.0% | +68.4% | -93.4% | -37.8% |
| 5Y | -7.4% | +73.1% | -80.5% | -25.2% |
| All | +427.4% | +97.2% | +330.2% | +286.4% |
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