+21.3%
CCJ vs HIG
+5.5%
+15.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.9% |
| 7D | -4.0% | -1.5% | -2.6% | -4.7% |
| 30D | -2.4% | -0.4% | -2.0% | -2.4% |
| 3M | -2.3% | +6.7% | -9.0% | +0.6% |
| 6M | -16.2% | +2.0% | -18.2% | -14.6% |
| YTD | +5.7% | +0.3% | +5.4% | +7.8% |
| 1Y | +21.3% | +4.2% | +17.1% | +38.1% |
| All | +21.3% | +5.5% | +15.7% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling