+30.0%
HD vs CPRT
-32.3%
+62.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +5.2% | +4.0% | +1.2% | +3.8% |
| 30D | +20.7% | +18.2% | +2.5% | +14.1% |
| 3M | +0.8% | +9.2% | -8.4% | -2.7% |
| 6M | +12.2% | -4.8% | +17.1% | +13.1% |
| YTD | +4.2% | -17.5% | +21.7% | +10.0% |
| 1Y | -2.6% | -22.0% | +19.4% | +5.0% |
| 3Y | +30.0% | -33.7% | +63.7% | +47.1% |
| All | +30.0% | -32.3% | +62.3% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling