+1,091.6%
CCJ vs HST
+551.9%
+539.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.4% |
| 7D | -7.3% | -2.7% | -4.6% | -6.5% |
| 30D | -20.0% | +10.7% | -30.7% | -22.4% |
| 3M | -23.8% | +6.3% | -30.1% | -25.3% |
| 6M | -42.4% | +19.0% | -61.4% | -45.6% |
| YTD | -22.1% | +47.0% | -69.1% | -31.1% |
| 1Y | -20.8% | +53.4% | -74.3% | -30.9% |
| 3Y | +75.7% | +78.0% | -2.3% | +44.3% |
| 5Y | +167.4% | +71.7% | +95.8% | +120.1% |
| 10Y | +826.3% | +146.2% | +680.1% | +542.5% |
| All | +1,091.6% | +551.9% | +539.7% | +492.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling