+220.1%
HUT vs CCJ
+671.0%
-450.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.5% | -5.6% | -6.2% |
| 7D | +9.3% | -0.8% | +10.1% | +10.0% |
| 30D | -23.1% | -13.2% | -9.9% | -15.0% |
| 3M | -30.6% | -27.6% | -3.0% | -14.3% |
| 6M | -46.9% | -38.7% | -8.1% | -26.9% |
| YTD | +25.3% | -22.7% | +48.0% | +56.4% |
| 1Y | +59.8% | -17.6% | +77.4% | +94.0% |
| 3Y | +467.2% | +62.7% | +404.5% | +355.4% |
| 5Y | -24.6% | +159.7% | -184.4% | -53.7% |
| All | +220.1% | +671.0% | -450.9% | +28.6% |
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