-66.4%
HUBS vs CPRT
-17.3%
-49.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +3.2% |
| 7D | -9.0% | -11.2% | +2.2% | +1.4% |
| 30D | +7.2% | +3.3% | +3.9% | +2.8% |
| 3M | +20.9% | -3.6% | +24.4% | +23.2% |
| 6M | -13.0% | -15.8% | +2.7% | +0.1% |
| YTD | -43.8% | -23.5% | -20.4% | -29.5% |
| 1Y | -54.6% | -38.8% | -15.9% | -28.7% |
| 3Y | -58.5% | -33.4% | -25.0% | -46.2% |
| All | -66.4% | -17.3% | -49.1% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling