+642.7%
HUBS vs CCJ
+538.7%
+104.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.3% |
| 7D | -12.4% | -3.2% | -9.2% | -11.8% |
| 30D | +1.4% | -1.3% | +2.7% | +1.4% |
| 3M | +16.0% | +2.5% | +13.4% | +14.5% |
| 6M | -17.0% | -18.9% | +1.9% | -14.9% |
| YTD | -44.3% | +6.5% | -50.8% | -47.1% |
| 1Y | -54.3% | +22.8% | -77.1% | -58.5% |
| 3Y | -58.4% | +164.5% | -222.9% | -70.2% |
| 5Y | -66.7% | +303.7% | -370.4% | -79.1% |
| 10Y | +315.9% | +1,064.0% | -748.1% | +96.7% |
| All | +642.7% | +538.7% | +104.0% | +272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling