-9.0%
HUM vs CCJ
+162.5%
-171.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.0% | +2.3% |
| 7D | +2.1% | -4.0% | +6.1% | +2.0% |
| 30D | +5.4% | -2.4% | +7.8% | +5.4% |
| 3M | +11.4% | -2.3% | +13.7% | +11.3% |
| 6M | +141.5% | -16.2% | +157.7% | +140.8% |
| YTD | +61.2% | +5.7% | +55.5% | +59.6% |
| 1Y | +49.2% | +21.3% | +27.9% | +47.3% |
| 3Y | -9.0% | +159.4% | -168.4% | -14.2% |
| All | -9.0% | +162.5% | -171.6% | -14.2% |
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