+540.2%
HPE vs CPRT
+410.9%
+129.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.9% | +5.9% |
| 7D | +13.6% | -0.4% | +14.0% | +13.6% |
| 30D | +7.7% | +8.2% | -0.5% | +3.1% |
| 3M | +22.4% | +2.3% | +20.1% | +18.6% |
| 6M | +172.6% | -14.7% | +187.3% | +186.1% |
| YTD | +147.5% | -18.2% | +165.7% | +165.0% |
| 1Y | +151.8% | -33.4% | +185.2% | +198.5% |
| 3Y | +267.1% | -28.3% | +295.4% | +316.7% |
| 5Y | +362.8% | -9.8% | +372.6% | +355.2% |
| 10Y | +540.2% | +412.4% | +127.8% | +198.9% |
| All | +540.2% | +410.9% | +129.2% | +198.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling