-14.9%
HAL vs CCJ
+765.4%
-780.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.6% |
| 7D | +6.1% | -0.8% | +6.9% | +6.2% |
| 30D | +2.9% | -13.2% | +16.1% | +7.3% |
| 3M | +3.3% | -27.6% | +31.0% | +13.4% |
| 6M | -16.9% | -38.7% | +21.8% | -4.9% |
| YTD | +21.2% | -22.7% | +43.9% | +24.7% |
| 1Y | +27.5% | -17.6% | +45.1% | +27.9% |
| 3Y | -6.4% | +62.7% | -69.1% | -35.2% |
| 5Y | +58.0% | +159.7% | -101.7% | -16.0% |
| All | -14.9% | +765.4% | -780.2% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling