+82.7%
HL vs CPRT
-35.8%
+118.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -3.0% |
| 7D | -5.6% | -8.4% | +2.8% | -3.6% |
| 30D | +12.7% | +4.6% | +8.2% | +12.8% |
| 3M | +42.5% | -1.9% | +44.5% | +44.5% |
| 6M | -9.0% | -15.3% | +6.3% | -4.0% |
| YTD | +4.4% | -21.5% | +25.8% | +12.8% |
| 1Y | +82.7% | -36.6% | +119.3% | +102.9% |
| All | +82.7% | -35.8% | +118.5% | +102.9% |
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