-2.6%
HD vs CCJ
-24.1%
+21.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.4% |
| 7D | +5.2% | +0.4% | +4.8% | +5.1% |
| 30D | +20.7% | -17.2% | +38.0% | +22.5% |
| 3M | +0.8% | -25.1% | +25.9% | +3.1% |
| 6M | +12.2% | -37.6% | +49.8% | +16.0% |
| YTD | +4.2% | -20.4% | +24.6% | +6.4% |
| 1Y | -2.6% | -22.5% | +20.0% | -0.4% |
| All | -2.6% | -24.1% | +21.6% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling