+3,576.3%
CCJ vs HDB
+3,812.1%
-235.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | +6.9% | -2.8% | +9.7% | +7.9% |
| 3M | -11.6% | -3.5% | -8.1% | -10.9% |
| 6M | -16.2% | -24.7% | +8.5% | -7.6% |
| YTD | +10.1% | -36.6% | +46.7% | +28.8% |
| 1Y | +32.3% | -34.4% | +66.6% | +52.6% |
| 3Y | +171.3% | -24.4% | +195.7% | +190.1% |
| 5Y | +372.4% | -35.4% | +407.7% | +428.9% |
| 10Y | +1,070.0% | +39.5% | +1,030.5% | +812.0% |
| All | +3,576.3% | +3,812.1% | -235.9% | +1,082.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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