+50.0%
HUM vs CCJ
-26.2%
+76.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +1.6% | -14.5% | +16.1% | +1.4% |
| 30D | +3.5% | -18.1% | +21.6% | +3.3% |
| 3M | +15.5% | -23.0% | +38.5% | +15.2% |
| 6M | +76.2% | -39.4% | +115.6% | +73.6% |
| YTD | +64.5% | -21.7% | +86.2% | +49.8% |
| 1Y | +50.0% | -25.9% | +75.9% | +38.9% |
| All | +50.0% | -26.2% | +76.2% | +38.9% |
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