+630.8%
HLT vs CPRT
+641.5%
-10.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -0.6% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | -4.1% | +9.9% | -14.0% | -8.5% |
| 3M | -10.6% | +5.6% | -16.2% | -13.9% |
| 6M | +2.0% | -13.6% | +15.7% | +7.8% |
| YTD | +6.1% | -16.7% | +22.9% | +13.5% |
| 1Y | +9.8% | -33.1% | +42.9% | +30.4% |
| 3Y | +99.0% | -27.1% | +126.1% | +121.7% |
| 5Y | +151.5% | -9.9% | +161.3% | +145.8% |
| 10Y | +561.1% | +415.3% | +145.8% | +166.0% |
| All | +630.8% | +641.5% | -10.7% | +132.9% |
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 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