+498.2%
HCA vs CCJ
+1,065.5%
-567.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.5% |
| 7D | +5.4% | -4.0% | +9.4% | +6.0% |
| 30D | +3.0% | -2.4% | +5.4% | +3.2% |
| 3M | +13.0% | -2.3% | +15.3% | +13.1% |
| 6M | -20.3% | -16.2% | -4.0% | -19.0% |
| YTD | -8.2% | +5.7% | -13.9% | -10.5% |
| 1Y | +6.7% | +21.3% | -14.6% | +0.8% |
| 3Y | +60.4% | +159.4% | -99.0% | +27.7% |
| 5Y | +73.4% | +300.7% | -227.2% | +22.2% |
| All | +498.2% | +1,065.5% | -567.3% | +210.0% |
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