+237.0%
HBAN vs CCJ
+1,604.2%
-1,367.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.9% |
| 7D | +2.1% | +5.9% | -3.9% | +0.6% |
| 30D | -4.5% | +4.7% | -9.2% | -5.8% |
| 3M | +2.6% | -3.3% | +5.8% | +2.7% |
| 6M | +4.7% | -7.0% | +11.8% | +5.0% |
| YTD | -1.5% | +11.5% | -13.0% | -6.6% |
| 1Y | -1.9% | +32.3% | -34.2% | -12.5% |
| 3Y | +75.2% | +176.8% | -101.6% | +22.1% |
| 5Y | +37.2% | +351.8% | -314.6% | -21.2% |
| 10Y | +156.6% | +1,080.5% | -923.9% | -0.4% |
| All | +237.0% | +1,604.2% | -1,367.2% | +30.2% |
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