+664.8%
HUBS vs CPRT
+716.8%
-52.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.5% | -2.8% |
| 7D | -6.2% | -0.4% | -5.8% | -5.9% |
| 30D | +6.6% | +8.2% | -1.6% | -1.2% |
| 3M | +16.4% | +2.3% | +14.1% | +12.9% |
| 6M | -19.7% | -14.7% | -5.0% | -9.3% |
| YTD | -42.6% | -18.2% | -24.5% | -33.3% |
| 1Y | -54.2% | -33.4% | -20.8% | -36.2% |
| 3Y | -57.1% | -28.3% | -28.8% | -46.5% |
| 5Y | -66.2% | -9.8% | -56.4% | -65.1% |
| 10Y | +328.3% | +412.4% | -84.1% | +17.6% |
| All | +664.8% | +716.8% | -52.1% | +33.5% |
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 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