+155.0%
HPE vs CCJ
+22.0%
+133.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.8% | +13.2% | +12.7% |
| 7D | +19.4% | -4.0% | +23.4% | +20.9% |
| 30D | +5.6% | -2.4% | +8.0% | +6.3% |
| 3M | +33.1% | -2.3% | +35.4% | +33.5% |
| 6M | +192.5% | -16.2% | +208.7% | +201.3% |
| YTD | +160.9% | +5.7% | +155.2% | +159.3% |
| 1Y | +155.0% | +21.3% | +133.7% | +151.9% |
| All | +155.0% | +22.0% | +133.0% | +151.9% |
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