+592.8%
HAL vs CPRT
+22,620.0%
-22,027.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.1% |
| 7D | -12.0% | +6.0% | -18.0% | -13.2% |
| 30D | +0.3% | +20.0% | -19.7% | -3.9% |
| 3M | -1.6% | +10.1% | -11.7% | -4.1% |
| 6M | -20.5% | -4.3% | -16.2% | -20.6% |
| YTD | +14.2% | -18.4% | +32.6% | +17.8% |
| 1Y | +18.9% | -20.1% | +38.9% | +23.1% |
| 3Y | -13.7% | -30.4% | +16.7% | -8.5% |
| 5Y | +42.2% | -17.0% | +59.1% | +43.2% |
| 10Y | -16.7% | +403.2% | -420.0% | -40.2% |
| All | +592.8% | +22,620.0% | -22,027.2% | +217.9% |
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