-25.9%
CCJ vs HBM
+47.3%
-73.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.9% | -3.0% |
| 7D | -14.5% | -5.8% | -8.7% | -11.8% |
| 30D | -18.1% | -18.5% | +0.4% | -9.3% |
| 3M | -23.0% | -10.3% | -12.7% | -19.0% |
| 6M | -39.4% | +2.1% | -41.5% | -41.3% |
| YTD | -21.7% | +12.0% | -33.7% | -27.0% |
| 1Y | -25.9% | +49.8% | -75.7% | -41.4% |
| All | -25.9% | +47.3% | -73.2% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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