+1,765.0%
HUM vs CCJ
+1,578.1%
+186.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.6% |
| 7D | -0.2% | +4.2% | -4.4% | -0.8% |
| 30D | +3.7% | +3.2% | +0.5% | +3.2% |
| 3M | +10.4% | -1.8% | +12.2% | +10.3% |
| 6M | +125.7% | -13.5% | +139.3% | +127.7% |
| YTD | +57.3% | +9.7% | +47.6% | +52.4% |
| 1Y | +48.6% | +30.0% | +18.6% | +39.2% |
| 3Y | -11.3% | +172.6% | -183.9% | -28.2% |
| 5Y | +0.8% | +342.9% | -342.1% | -27.2% |
| 10Y | +146.7% | +1,099.7% | -953.1% | +38.9% |
| All | +1,765.0% | +1,578.1% | +186.8% | +953.3% |
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