+254.2%
HD vs CPRT
+398.2%
-144.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.1% |
| 7D | +4.3% | +6.0% | -1.7% | +1.6% |
| 30D | +20.2% | +20.0% | +0.2% | +10.7% |
| 3M | -1.0% | +10.1% | -11.1% | -5.9% |
| 6M | +7.9% | -4.3% | +12.2% | +8.8% |
| YTD | +2.0% | -18.4% | +20.4% | +10.1% |
| 1Y | -4.3% | -20.1% | +15.8% | +4.2% |
| 3Y | +25.9% | -30.4% | +56.3% | +43.1% |
| 5Y | +5.8% | -17.0% | +22.8% | +7.4% |
| All | +254.2% | +398.2% | -144.0% | +104.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling