+238.2%
HL vs CCJ
+326.6%
-88.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -2.5% |
| 7D | -5.6% | -3.2% | -2.4% | -4.1% |
| 30D | +12.7% | -1.3% | +14.1% | +13.4% |
| 3M | +42.5% | +2.5% | +40.0% | +41.2% |
| 6M | -9.0% | -18.9% | +9.9% | +0.9% |
| YTD | +4.4% | +6.5% | -2.1% | +3.4% |
| 1Y | +82.7% | +22.8% | +59.8% | +67.5% |
| 3Y | +406.3% | +164.5% | +241.8% | +217.6% |
| 5Y | +238.2% | +303.7% | -65.6% | +82.6% |
| All | +238.2% | +326.6% | -88.4% | +82.6% |
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