+575.2%
HLT vs CCJ
+1,065.5%
-490.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | -1.6% | -4.0% | +2.4% | -0.9% |
| 30D | -5.0% | -2.4% | -2.6% | -4.8% |
| 3M | -10.4% | -2.3% | -8.1% | -10.3% |
| 6M | +3.2% | -16.2% | +19.5% | +5.4% |
| YTD | +6.7% | +5.7% | +1.1% | +4.0% |
| 1Y | +10.3% | +21.3% | -11.0% | +3.4% |
| 3Y | +99.3% | +159.4% | -60.1% | +56.1% |
| 5Y | +143.7% | +300.7% | -157.0% | +69.3% |
| All | +575.2% | +1,065.5% | -490.3% | +270.2% |
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 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