+248.1%
HD vs CCJ
+778.2%
-530.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.5% |
| 7D | -0.5% | +5.0% | -5.5% | -1.1% |
| 30D | +18.5% | -16.7% | +35.2% | +20.8% |
| 3M | +2.2% | -27.5% | +29.7% | +5.8% |
| 6M | +13.8% | -38.6% | +52.5% | +19.8% |
| YTD | +3.4% | -21.5% | +24.9% | +4.9% |
| 1Y | -3.5% | -22.3% | +18.8% | -2.1% |
| 3Y | +29.0% | +69.9% | -40.9% | +14.3% |
| 5Y | +6.1% | +163.6% | -157.5% | -14.1% |
| All | +248.1% | +778.2% | -530.1% | +112.0% |
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