+844.8%
CCJ vs HAS
+106.1%
+738.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +5.3% |
| 7D | +2.7% | +2.2% | +0.5% | +2.2% |
| 30D | -14.4% | +29.6% | -44.0% | -20.1% |
| 3M | -22.6% | +30.3% | -52.9% | -27.9% |
| 6M | -35.4% | +25.6% | -61.1% | -39.6% |
| YTD | -17.6% | +50.8% | -68.4% | -26.6% |
| 1Y | -18.1% | +63.0% | -81.2% | -28.6% |
| 3Y | +79.6% | +211.6% | -132.0% | +29.2% |
| 5Y | +175.3% | +50.4% | +124.9% | +136.6% |
| 10Y | +844.8% | +101.9% | +742.9% | +642.8% |
| All | +844.8% | +106.1% | +738.7% | +642.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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