+215.7%
HUT vs CCJ
+694.4%
-478.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +1.6% |
| 7D | -10.9% | +0.4% | -11.4% | -10.7% |
| 30D | -32.6% | -17.2% | -15.4% | -23.3% |
| 3M | -33.7% | -25.1% | -8.6% | -19.8% |
| 6M | -42.3% | -37.6% | -4.8% | -21.7% |
| YTD | +23.6% | -20.4% | +43.9% | +51.4% |
| 1Y | +20.4% | -22.5% | +42.9% | +51.1% |
| 3Y | +423.2% | +72.5% | +350.8% | +305.6% |
| 5Y | -19.4% | +179.9% | -199.3% | -52.1% |
| All | +215.7% | +694.4% | -478.7% | +24.4% |
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