-24.2%
CCJ vs HAS
+59.1%
-83.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +4.5% |
| 7D | -7.3% | -0.2% | -7.1% | -7.2% |
| 30D | -20.0% | +31.0% | -51.0% | -25.3% |
| 3M | -23.8% | +30.7% | -54.5% | -28.9% |
| 6M | -42.4% | +23.9% | -66.3% | -45.6% |
| YTD | -22.1% | +48.3% | -70.4% | -32.8% |
| All | -24.2% | +59.1% | -83.3% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling