+698.2%
CCJ vs HBM
+613.3%
+84.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.4% |
| 7D | +0.7% | -6.4% | +7.1% | +2.8% |
| 30D | +6.9% | +5.9% | +1.0% | +4.9% |
| 3M | -11.6% | -8.9% | -2.7% | -9.6% |
| 6M | -16.2% | +10.7% | -26.9% | -19.6% |
| YTD | +10.1% | +38.3% | -28.2% | -2.0% |
| 1Y | +32.3% | +121.3% | -89.1% | +1.4% |
| 3Y | +171.3% | +450.6% | -279.3% | +52.0% |
| 5Y | +372.4% | +338.0% | +34.4% | +170.1% |
| 10Y | +1,070.0% | +578.6% | +491.4% | +380.7% |
| All | +698.2% | +613.3% | +84.9% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling