+134.4%
HL vs CPRT
+370.9%
-236.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.3% |
| 7D | -7.6% | -1.5% | -6.1% | -7.1% |
| 30D | -17.5% | +21.4% | -38.8% | -23.2% |
| 3M | -26.2% | +10.4% | -36.6% | -29.0% |
| 6M | -35.1% | -4.3% | -30.8% | -34.7% |
| YTD | -30.4% | -18.3% | -12.1% | -25.7% |
| 1Y | -14.0% | -22.5% | +8.5% | -6.6% |
| 3Y | +256.3% | -34.3% | +290.6% | +302.6% |
| 5Y | +112.5% | -17.8% | +130.3% | +112.9% |
| All | +134.4% | +370.9% | -236.5% | +75.8% |
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