+35.3%
HBAN vs CCJ
+284.7%
-249.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.1% |
| 7D | -1.9% | -3.2% | +1.2% | -1.5% |
| 30D | -5.9% | -1.3% | -4.5% | -5.8% |
| 3M | +0.2% | +2.5% | -2.3% | -0.5% |
| 6M | +6.6% | -18.9% | +25.5% | +9.2% |
| YTD | -1.7% | +6.5% | -8.2% | -4.2% |
| 1Y | -1.7% | +22.8% | -24.5% | -7.3% |
| 3Y | +74.9% | +164.5% | -89.6% | +37.4% |
| All | +35.3% | +284.7% | -249.4% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling