+16.4%
HL vs CPRT
+22,655.6%
-22,639.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.4% |
| 7D | -7.6% | -1.5% | -6.1% | -7.4% |
| 30D | -17.5% | +21.4% | -38.8% | -20.3% |
| 3M | -26.2% | +10.4% | -36.6% | -27.6% |
| 6M | -35.1% | -4.3% | -30.8% | -34.9% |
| YTD | -30.4% | -18.3% | -12.1% | -28.2% |
| 1Y | -14.0% | -22.5% | +8.5% | -10.6% |
| 3Y | +256.3% | -34.3% | +290.6% | +278.7% |
| 5Y | +112.5% | -17.8% | +130.3% | +115.8% |
| 10Y | +131.3% | +373.5% | -242.2% | +80.4% |
| All | +16.4% | +22,655.6% | -22,639.1% | -28.0% |
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