+255.5%
HAL vs CCJ
+1,117.9%
-862.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.3% | +1.2% |
| 7D | -6.5% | +0.4% | -6.9% | -6.8% |
| 30D | -2.1% | -17.2% | +15.1% | +4.9% |
| 3M | -4.9% | -25.1% | +20.3% | +5.1% |
| 6M | -19.3% | -37.6% | +18.3% | -5.8% |
| YTD | +14.3% | -20.4% | +34.6% | +17.4% |
| 1Y | +17.3% | -22.5% | +39.8% | +21.1% |
| 3Y | -10.9% | +72.5% | -83.4% | -41.3% |
| 5Y | +47.4% | +179.9% | -132.5% | -26.4% |
| 10Y | -20.8% | +772.6% | -793.4% | -78.7% |
| All | +255.5% | +1,117.9% | -862.3% | -2.2% |
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