-66.4%
HUBS vs CCJ
+281.7%
-348.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -9.0% | -4.0% | -5.0% | -8.2% |
| 30D | +7.2% | -2.4% | +9.6% | +7.5% |
| 3M | +20.9% | -2.3% | +23.2% | +20.6% |
| 6M | -13.0% | -16.2% | +3.2% | -11.2% |
| YTD | -43.8% | +5.7% | -49.5% | -47.5% |
| 1Y | -54.6% | +21.3% | -75.9% | -60.1% |
| 3Y | -58.5% | +159.4% | -217.8% | -74.5% |
| All | -66.4% | +281.7% | -348.1% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling