+116.4%
HPE vs CPRT
-24.7%
+141.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.0% | -10.7% | -3.3% |
| 7D | -17.0% | +12.6% | -29.6% | -11.9% |
| 30D | -26.7% | +18.0% | -44.7% | -20.4% |
| 3M | -4.1% | +11.0% | -15.1% | +2.3% |
| 6M | +75.4% | -2.0% | +77.4% | +88.2% |
| YTD | +111.0% | -16.7% | +127.7% | +142.9% |
| 1Y | +116.4% | -23.9% | +140.3% | +144.5% |
| All | +116.4% | -24.7% | +141.2% | +144.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling