+20,872.3%
CPRT vs HST
+693.9%
+20,178.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +6.0% | -2.7% | +8.7% | +6.7% |
| 30D | +20.0% | +10.7% | +9.3% | +17.3% |
| 3M | +10.1% | +6.3% | +3.9% | +8.6% |
| 6M | -4.3% | +19.0% | -23.3% | -8.1% |
| YTD | -18.4% | +47.0% | -65.4% | -25.3% |
| 1Y | -20.1% | +53.4% | -73.5% | -27.6% |
| 3Y | -30.4% | +78.0% | -108.4% | -39.5% |
| 5Y | -17.0% | +71.7% | -88.7% | -28.2% |
| 10Y | +403.2% | +146.2% | +257.1% | +286.4% |
| All | +20,872.3% | +693.9% | +20,178.4% | +11,276.4% |
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 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