+346.1%
CCJ vs HST
+74.0%
+272.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.7% | -1.0% | +1.8% | +1.2% |
| 30D | +6.9% | -12.3% | +19.1% | +13.1% |
| 3M | -11.6% | -6.4% | -5.3% | -9.4% |
| 6M | -16.2% | +15.0% | -31.2% | -22.0% |
| YTD | +10.1% | +30.5% | -20.4% | -3.4% |
| 1Y | +32.3% | +35.7% | -3.4% | +13.3% |
| 3Y | +171.3% | +68.4% | +102.9% | +101.0% |
| All | +346.1% | +74.0% | +272.2% | +220.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling