+257.9%
HD vs CPRT
+399.1%
-141.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.2% |
| 7D | +3.6% | +1.6% | +2.0% | +2.9% |
| 30D | +21.6% | +18.8% | +2.8% | +12.5% |
| 3M | +0.1% | +9.4% | -9.3% | -4.6% |
| 6M | +13.0% | -4.4% | +17.4% | +14.0% |
| YTD | +4.9% | -17.1% | +22.1% | +12.5% |
| 1Y | -2.1% | -19.9% | +17.8% | +6.6% |
| 3Y | +32.6% | -30.5% | +63.1% | +50.9% |
| 5Y | +8.2% | -15.9% | +24.2% | +9.2% |
| 10Y | +257.9% | +386.7% | -128.8% | +105.3% |
| All | +257.9% | +399.1% | -141.2% | +105.3% |
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 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