+117.5%
HPE vs CPRT
-22.3%
+139.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.4% |
| 7D | +13.6% | -1.5% | +15.1% | +12.7% |
| 30D | -27.1% | +21.4% | -48.5% | -19.8% |
| 3M | -14.5% | +10.4% | -24.8% | -9.0% |
| 6M | +66.9% | -4.3% | +71.3% | +78.0% |
| YTD | +111.3% | -18.3% | +129.6% | +142.2% |
| 1Y | +117.5% | -22.5% | +140.0% | +144.8% |
| All | +117.5% | -22.3% | +139.8% | +144.8% |
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