-17.6%
CCJ vs HST
+53.2%
-70.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -0.8% | +3.6% | -4.4% | -2.2% |
| 30D | -13.2% | +11.2% | -24.4% | -16.2% |
| 3M | -27.6% | +13.1% | -40.7% | -30.6% |
| 6M | -38.7% | +23.9% | -62.6% | -43.7% |
| YTD | -22.7% | +52.3% | -75.0% | -33.2% |
| 1Y | -17.6% | +56.7% | -74.2% | -28.3% |
| All | -17.6% | +53.2% | -70.8% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling