+133.9%
HL vs CPRT
-31.2%
+165.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +1.5% | +2.2% | -0.7% | +0.9% |
| 30D | +25.1% | +16.6% | +8.4% | +22.0% |
| 3M | +22.9% | +9.6% | +13.3% | +21.2% |
| 6M | -4.9% | -11.1% | +6.2% | -0.3% |
| YTD | +7.8% | -13.9% | +21.7% | +14.8% |
| 1Y | +133.9% | -32.5% | +166.4% | +172.4% |
| All | +133.9% | -31.2% | +165.1% | +172.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling