+772.6%
CCJ vs HST
+143.2%
+629.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.3% | -3.1% | +0.3% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | -17.2% | +14.5% | -31.7% | -21.2% |
| 3M | -25.1% | +15.4% | -40.5% | -28.9% |
| 6M | -37.6% | +22.0% | -59.6% | -42.1% |
| YTD | -20.4% | +54.9% | -75.2% | -32.3% |
| 1Y | -22.5% | +54.0% | -76.5% | -34.1% |
| 3Y | +72.5% | +90.4% | -18.0% | +33.0% |
| 5Y | +179.9% | +84.2% | +95.6% | +115.3% |
| 10Y | +772.6% | +144.6% | +628.0% | +501.9% |
| All | +772.6% | +143.2% | +629.4% | +501.9% |
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