+2,650.4%
CCJ vs HDB
+4,256.0%
-1,605.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +4.7% |
| 7D | +2.7% | +13.7% | -11.0% | -2.1% |
| 30D | -14.4% | +15.8% | -30.3% | -19.1% |
| 3M | -22.6% | +9.2% | -31.8% | -25.5% |
| 6M | -35.4% | +3.2% | -38.6% | -36.9% |
| YTD | -17.6% | -29.4% | +11.7% | -7.8% |
| 1Y | -18.1% | -27.9% | +9.8% | -9.1% |
| 3Y | +79.6% | -5.9% | +85.4% | +76.7% |
| 5Y | +175.3% | -23.5% | +198.8% | +188.1% |
| 10Y | +844.8% | +61.3% | +783.5% | +595.0% |
| All | +2,650.4% | +4,256.0% | -1,605.6% | +746.8% |
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