+75.7%
CCJ vs HST
+77.0%
-1.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.4% |
| 7D | -7.3% | -2.7% | -4.6% | -6.4% |
| 30D | -20.0% | +10.7% | -30.7% | -22.6% |
| 3M | -23.8% | +6.3% | -30.1% | -25.4% |
| 6M | -42.4% | +19.0% | -61.4% | -45.9% |
| YTD | -22.1% | +47.0% | -69.1% | -32.0% |
| 1Y | -20.8% | +53.4% | -74.3% | -31.9% |
| 3Y | +75.7% | +78.0% | -2.3% | +33.1% |
| All | +75.7% | +77.0% | -1.3% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling