+453.2%
HUT vs CPRT
+162.5%
+290.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.3% | +9.7% | +8.8% |
| 7D | +28.3% | +0.4% | +27.9% | +27.8% |
| 30D | +12.3% | +9.9% | +2.4% | +4.0% |
| 3M | -16.8% | +5.6% | -22.5% | -23.3% |
| 6M | +111.4% | -13.6% | +125.0% | +128.7% |
| YTD | +116.6% | -16.7% | +133.3% | +137.8% |
| 1Y | +290.5% | -33.1% | +323.6% | +414.2% |
| 3Y | +792.3% | -27.1% | +819.3% | +994.6% |
| 5Y | +94.1% | -9.9% | +104.0% | +103.2% |
| All | +453.2% | +162.5% | +290.7% | +406.5% |
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 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