+706.5%
HAL vs CPRT
+23,878.7%
-23,172.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +2.9% | +2.2% | +0.7% | +2.4% |
| 30D | +17.0% | +16.6% | +0.4% | +13.1% |
| 3M | -9.7% | +9.6% | -19.2% | -12.0% |
| 6M | +8.6% | -11.1% | +19.8% | +10.6% |
| YTD | +33.0% | -13.9% | +46.9% | +36.1% |
| 1Y | +68.3% | -32.5% | +100.8% | +81.5% |
| 3Y | +0.1% | -25.0% | +25.1% | +4.8% |
| 5Y | +102.6% | -7.4% | +110.0% | +99.8% |
| 10Y | +3.8% | +422.0% | -418.2% | -25.8% |
| All | +706.5% | +23,878.7% | -23,172.1% | +267.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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