+376.0%
CPRT vs HSY
+131.3%
+244.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | -1.4% | +1.1% | -2.5% | -1.8% |
| 30D | +21.5% | +7.7% | +13.8% | +18.7% |
| 3M | +9.4% | -2.3% | +11.7% | +10.1% |
| 6M | -3.3% | -5.3% | +2.0% | -1.9% |
| YTD | -17.8% | -0.9% | -16.9% | -18.2% |
| 1Y | -22.2% | +5.2% | -27.4% | -24.1% |
| 3Y | -34.0% | +0.7% | -34.7% | -36.4% |
| 5Y | -15.4% | +12.2% | -27.7% | -24.0% |
| 10Y | +376.0% | +131.1% | +244.9% | +236.5% |
| All | +376.0% | +131.3% | +244.7% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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