+420.1%
HUT vs CCJ
+998.2%
-578.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.1% |
| 7D | +17.8% | +0.7% | +17.1% | +17.4% |
| 30D | +0.8% | +6.9% | -6.0% | -3.4% |
| 3M | -26.8% | -11.6% | -15.1% | -20.7% |
| 6M | +72.6% | -16.2% | +88.8% | +95.1% |
| YTD | +103.6% | +10.1% | +93.5% | +101.5% |
| 1Y | +265.3% | +32.3% | +233.0% | +224.1% |
| 3Y | +689.4% | +171.3% | +518.1% | +359.5% |
| 5Y | +75.3% | +372.4% | -297.0% | -22.5% |
| All | +420.1% | +998.2% | -578.1% | +65.6% |
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 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