+269.4%
HPE vs CCJ
+172.7%
+96.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.7% | +5.5% |
| 7D | +13.6% | +4.2% | +9.5% | +12.4% |
| 30D | +7.7% | +3.2% | +4.5% | +6.7% |
| 3M | +22.4% | -1.8% | +24.2% | +22.7% |
| 6M | +172.6% | -13.5% | +186.1% | +180.5% |
| YTD | +147.5% | +9.7% | +137.8% | +139.3% |
| 1Y | +151.8% | +30.0% | +121.8% | +130.7% |
| All | +269.4% | +172.7% | +96.7% | +192.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling