-34.2%
CPRT vs HST
+87.2%
-121.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -0.4% | +3.6% | -3.9% | -1.4% |
| 30D | +21.2% | +11.2% | +10.0% | +17.4% |
| 3M | +8.3% | +13.1% | -4.8% | +4.4% |
| 6M | -3.4% | +23.9% | -27.3% | -9.6% |
| YTD | -18.7% | +52.3% | -71.0% | -28.5% |
| 1Y | -23.5% | +56.7% | -80.2% | -33.4% |
| 3Y | -34.2% | +87.5% | -121.7% | -48.9% |
| All | -34.2% | +87.2% | -121.3% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling