+370.3%
HPE vs CCJ
+765.4%
-395.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.3% | -3.4% |
| 7D | +7.9% | -0.8% | +8.7% | +8.1% |
| 30D | -23.5% | -13.2% | -10.3% | -20.7% |
| 3M | -19.1% | -27.6% | +8.6% | -12.6% |
| 6M | +51.4% | -38.7% | +90.1% | +69.9% |
| YTD | +103.4% | -22.7% | +126.1% | +114.7% |
| 1Y | +114.4% | -17.6% | +132.0% | +123.0% |
| 3Y | +224.7% | +62.7% | +162.0% | +181.7% |
| 5Y | +277.8% | +159.7% | +118.0% | +186.4% |
| All | +370.3% | +765.4% | -395.1% | +156.5% |
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