+313.7%
HAL vs CCJ
+1,583.6%
-1,270.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +2.9% | +0.7% | +2.2% | +2.5% |
| 30D | +17.0% | +6.9% | +10.2% | +13.3% |
| 3M | -9.7% | -11.6% | +2.0% | -6.8% |
| 6M | +8.6% | -16.2% | +24.8% | +12.0% |
| YTD | +33.0% | +10.1% | +22.9% | +21.3% |
| 1Y | +68.3% | +32.3% | +36.0% | +37.4% |
| 3Y | +0.1% | +171.3% | -171.2% | -45.0% |
| 5Y | +102.6% | +372.4% | -269.8% | -19.2% |
| 10Y | +3.8% | +1,070.0% | -1,066.2% | -75.1% |
| All | +313.7% | +1,583.6% | -1,270.0% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling