+80.3%
HL vs CPRT
+23,878.7%
-23,798.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +1.5% | +2.2% | -0.7% | +1.1% |
| 30D | +25.1% | +16.6% | +8.4% | +21.9% |
| 3M | +22.9% | +9.6% | +13.3% | +20.6% |
| 6M | -4.9% | -11.1% | +6.2% | -3.3% |
| YTD | +7.8% | -13.9% | +21.7% | +10.4% |
| 1Y | +133.9% | -32.5% | +166.4% | +149.1% |
| 3Y | +380.9% | -25.0% | +405.9% | +400.0% |
| 5Y | +230.2% | -7.4% | +237.6% | +229.1% |
| 10Y | +265.6% | +422.0% | -156.4% | +181.5% |
| All | +80.3% | +23,878.7% | -23,798.3% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling