+420.1%
HUT vs CPRT
+171.6%
+248.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +5.9% |
| 7D | +17.8% | +2.2% | +15.6% | +16.0% |
| 30D | +0.8% | +16.6% | -15.8% | -10.5% |
| 3M | -26.8% | +9.6% | -36.4% | -34.3% |
| 6M | +72.6% | -11.1% | +83.7% | +83.3% |
| YTD | +103.6% | -13.9% | +117.5% | +118.5% |
| 1Y | +265.3% | -32.5% | +297.8% | +380.1% |
| 3Y | +689.4% | -25.0% | +714.4% | +850.9% |
| 5Y | +75.3% | -7.4% | +82.7% | +80.1% |
| All | +420.1% | +171.6% | +248.6% | +365.3% |
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