+1,573.3%
HWM vs CCJ
+1,310.4%
+262.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.2% | -11.9% | -11.0% |
| 7D | -9.2% | +5.9% | -15.1% | -10.5% |
| 30D | -17.9% | +4.7% | -22.6% | -19.0% |
| 3M | -6.0% | -3.3% | -2.8% | -5.8% |
| 6M | -7.4% | -7.0% | -0.3% | -7.0% |
| YTD | +13.1% | +11.5% | +1.6% | +7.7% |
| 1Y | +29.3% | +32.3% | -3.0% | +16.1% |
| 3Y | +389.9% | +176.8% | +213.1% | +248.6% |
| 5Y | +655.5% | +351.8% | +303.7% | +350.4% |
| All | +1,573.3% | +1,310.4% | +262.9% | +671.2% |
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 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