+22,034.1%
CPRT vs HST
+604.7%
+21,429.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.9% |
| 3M | +9.6% | -6.4% | +15.9% | +11.0% |
| 6M | -11.1% | +15.0% | -26.1% | -14.0% |
| YTD | -13.9% | +30.5% | -44.4% | -19.0% |
| 1Y | -32.5% | +35.7% | -68.2% | -37.3% |
| 3Y | -25.0% | +68.4% | -93.4% | -34.0% |
| 5Y | -7.4% | +73.1% | -80.5% | -19.9% |
| 10Y | +422.0% | +92.7% | +329.2% | +321.5% |
| All | +22,034.1% | +604.7% | +21,429.4% | +12,232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling