+753.7%
CCJ vs HBM
+281.1%
+472.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | -0.8% | +2.2% | -3.0% | -1.5% |
| 30D | -13.2% | -11.8% | -1.4% | -9.4% |
| 3M | -27.6% | -19.2% | -8.4% | -22.3% |
| 6M | -38.7% | -22.9% | -15.8% | -33.7% |
| YTD | -22.7% | +7.8% | -30.5% | -25.6% |
| 1Y | -17.6% | +34.9% | -52.5% | -26.3% |
| 3Y | +62.7% | +422.2% | -359.5% | -7.6% |
| 5Y | +159.7% | +192.8% | -33.1% | +66.4% |
| All | +753.7% | +281.1% | +472.5% | +335.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling