+1.3%
HLT vs CPRT
-14.3%
+15.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.0% |
| 7D | -1.5% | -0.4% | -1.0% | -1.4% |
| 30D | -1.2% | +8.2% | -9.5% | -2.1% |
| 3M | -10.3% | +2.3% | -12.6% | -10.4% |
| 6M | +1.3% | -14.7% | +16.0% | +7.5% |
| All | +1.3% | -14.3% | +15.6% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling