-21.3%
HUT vs CPRT
-18.6%
-2.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -6.7% |
| 7D | +9.3% | -0.4% | +9.7% | +9.8% |
| 30D | -23.1% | +21.2% | -44.3% | -37.5% |
| 3M | -30.6% | +8.3% | -38.9% | -39.2% |
| 6M | -46.9% | -3.4% | -43.5% | -50.4% |
| YTD | +25.3% | -18.7% | +44.0% | +39.4% |
| 1Y | +59.8% | -23.5% | +83.4% | +90.4% |
| 3Y | +467.2% | -34.2% | +501.3% | +666.7% |
| All | -21.3% | -18.6% | -2.7% | -32.1% |
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