-17.8%
CPRT vs HST
+83.0%
-100.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -1.5% | +3.6% | -5.1% | -2.7% |
| 30D | +21.4% | +9.9% | +11.4% | +17.4% |
| 3M | +10.4% | +12.9% | -2.6% | +5.8% |
| 6M | -4.3% | +22.9% | -27.2% | -11.2% |
| YTD | -18.3% | +52.4% | -70.7% | -29.8% |
| 1Y | -22.5% | +52.5% | -75.0% | -33.6% |
| 3Y | -34.3% | +87.4% | -121.8% | -49.0% |
| 5Y | -17.8% | +82.9% | -100.7% | -36.4% |
| All | -17.8% | +83.0% | -100.8% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling