+1,583.6%
CCJ vs HST
+478.6%
+1,105.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.7% | -1.0% | +1.8% | +1.0% |
| 30D | +6.9% | -12.3% | +19.1% | +11.1% |
| 3M | -11.6% | -6.4% | -5.3% | -10.0% |
| 6M | -16.2% | +15.0% | -31.2% | -20.0% |
| YTD | +10.1% | +30.5% | -20.4% | +1.1% |
| 1Y | +32.3% | +35.7% | -3.4% | +19.4% |
| 3Y | +171.3% | +68.4% | +102.9% | +126.4% |
| 5Y | +372.4% | +73.1% | +299.3% | +288.2% |
| 10Y | +1,070.0% | +92.7% | +977.3% | +772.6% |
| All | +1,583.6% | +478.6% | +1,105.0% | +768.2% |
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