+766.3%
CCJ vs HST
+133.9%
+632.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.1% |
| 7D | +5.0% | +3.6% | +1.4% | +3.7% |
| 30D | -16.7% | +9.9% | -26.6% | -19.5% |
| 3M | -27.5% | +12.9% | -40.5% | -30.7% |
| 6M | -38.6% | +22.9% | -61.5% | -43.2% |
| YTD | -21.5% | +52.4% | -73.9% | -33.0% |
| 1Y | -22.3% | +52.5% | -74.8% | -33.7% |
| 3Y | +69.9% | +87.4% | -17.5% | +31.7% |
| 5Y | +163.6% | +82.9% | +80.6% | +103.3% |
| All | +766.3% | +133.9% | +632.4% | +496.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling