+342.9%
CCJ vs HBM
+392.2%
-49.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +4.2% | +5.5% | -1.3% | +1.8% |
| 30D | +3.2% | +3.3% | -0.1% | +1.7% |
| 3M | -1.8% | +12.7% | -14.5% | -7.6% |
| 6M | -13.5% | +28.2% | -41.7% | -23.4% |
| YTD | +9.7% | +45.3% | -35.6% | -8.3% |
| 1Y | +30.0% | +121.7% | -91.7% | -8.8% |
| 3Y | +172.6% | +523.5% | -350.9% | +20.1% |
| 5Y | +342.9% | +393.9% | -51.0% | +105.0% |
| All | +342.9% | +392.2% | -49.3% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling