+152.3%
HUM vs CCJ
+1,065.5%
-913.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.0% | +2.3% |
| 7D | +2.1% | -4.0% | +6.1% | +2.4% |
| 30D | +5.4% | -2.4% | +7.8% | +5.5% |
| 3M | +11.4% | -2.3% | +13.7% | +11.4% |
| 6M | +141.5% | -16.2% | +157.7% | +143.2% |
| YTD | +61.2% | +5.7% | +55.5% | +58.3% |
| 1Y | +49.2% | +21.3% | +27.9% | +43.9% |
| 3Y | -9.0% | +159.4% | -168.4% | -20.7% |
| 5Y | +7.2% | +300.7% | -293.5% | -13.3% |
| All | +152.3% | +1,065.5% | -913.2% | +59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling