+1,080.5%
CCJ vs HST
+97.7%
+982.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +5.9% | +2.0% | +3.9% | +5.2% |
| 30D | +4.7% | -5.2% | +9.9% | +6.7% |
| 3M | -3.3% | -6.2% | +2.9% | -1.3% |
| 6M | -7.0% | +20.4% | -27.5% | -13.4% |
| YTD | +11.5% | +30.6% | -19.2% | +0.7% |
| 1Y | +32.3% | +37.4% | -5.1% | +16.8% |
| 3Y | +176.8% | +66.1% | +110.7% | +124.1% |
| 5Y | +351.8% | +73.7% | +278.1% | +257.5% |
| 10Y | +1,080.5% | +99.8% | +980.7% | +814.9% |
| All | +1,080.5% | +97.7% | +982.8% | +814.9% |
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