+261.2%
HL vs CPRT
+392.8%
-131.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -2.5% |
| 7D | -5.6% | -8.4% | +2.8% | -2.5% |
| 30D | +12.7% | +4.6% | +8.2% | +11.1% |
| 3M | +42.5% | -1.9% | +44.5% | +42.7% |
| 6M | -9.0% | -15.3% | +6.3% | -3.8% |
| YTD | +4.4% | -21.5% | +25.8% | +13.6% |
| 1Y | +82.7% | -36.6% | +119.3% | +114.6% |
| 3Y | +406.3% | -31.2% | +437.5% | +461.7% |
| 5Y | +238.2% | -14.1% | +252.3% | +233.0% |
| All | +261.2% | +392.8% | -131.6% | +109.3% |
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