+1,579.2%
HWM vs CCJ
+859.4%
+719.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.7% | -0.6% | +3.6% |
| 7D | +1.6% | +2.7% | -1.1% | +1.0% |
| 30D | -3.9% | -14.4% | +10.5% | -0.3% |
| 3M | -23.2% | -22.6% | -0.6% | -18.6% |
| 6M | -20.0% | -35.4% | +15.5% | -11.7% |
| YTD | +5.7% | -17.6% | +23.3% | +8.2% |
| 1Y | +4.9% | -18.1% | +23.0% | +7.3% |
| 3Y | +347.0% | +79.6% | +267.4% | +252.7% |
| 5Y | +563.0% | +175.3% | +387.7% | +346.0% |
| 10Y | +1,579.2% | +844.8% | +734.3% | +575.4% |
| All | +1,579.2% | +859.4% | +719.7% | +575.4% |
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