-58.5%
HUBS vs CCJ
+162.5%
-221.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | -9.0% | -4.0% | -5.0% | -8.8% |
| 30D | +7.2% | -2.4% | +9.6% | +7.3% |
| 3M | +20.9% | -2.3% | +23.2% | +21.0% |
| 6M | -13.0% | -16.2% | +3.2% | -12.2% |
| YTD | -43.8% | +5.7% | -49.5% | -45.6% |
| 1Y | -54.6% | +21.3% | -75.9% | -57.2% |
| 3Y | -58.5% | +159.4% | -217.8% | -65.4% |
| All | -58.5% | +162.5% | -221.0% | -65.4% |
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