+239.5%
HUT vs CPRT
+159.1%
+80.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.8% |
| 7D | +24.8% | -1.4% | +26.1% | +25.8% |
| 30D | -28.4% | +21.5% | -49.9% | -39.6% |
| 3M | -31.2% | +9.4% | -40.6% | -38.7% |
| 6M | -40.2% | -3.3% | -36.9% | -43.6% |
| YTD | +32.9% | -17.8% | +50.7% | +41.4% |
| 1Y | +39.1% | -22.2% | +61.2% | +53.9% |
| 3Y | +462.8% | -34.0% | +496.7% | +618.8% |
| 5Y | -13.9% | -15.4% | +1.6% | -10.1% |
| All | +239.5% | +159.1% | +80.4% | +201.1% |
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 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