+417.4%
HL vs CPRT
-27.3%
+444.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.2% |
| 7D | +7.1% | +0.4% | +6.7% | +6.9% |
| 30D | +21.4% | +9.9% | +11.5% | +19.1% |
| 3M | +37.4% | +5.6% | +31.8% | +35.6% |
| 6M | +0.4% | -13.6% | +14.0% | +4.3% |
| YTD | +6.7% | -16.7% | +23.4% | +12.1% |
| 1Y | +102.4% | -33.1% | +135.5% | +123.4% |
| 3Y | +417.4% | -27.1% | +444.5% | +446.4% |
| All | +417.4% | -27.3% | +444.7% | +446.4% |
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 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