+359.8%
HUT vs CPRT
-30.7%
+390.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.6% | +16.2% | +14.9% |
| 7D | -11.4% | +6.0% | -17.4% | -13.1% |
| 30D | -41.0% | +20.0% | -61.1% | -44.8% |
| 3M | -41.9% | +10.1% | -52.1% | -44.2% |
| 6M | -51.7% | -4.3% | -47.4% | -50.5% |
| YTD | +14.6% | -18.4% | +33.0% | +29.0% |
| 1Y | +21.4% | -20.1% | +41.5% | +37.9% |
| 3Y | +359.8% | -30.4% | +390.2% | +680.9% |
| All | +359.8% | -30.7% | +390.5% | +680.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling