+1,490.9%
HWM vs CCJ
+778.2%
+712.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.5% |
| 7D | +11.1% | +5.0% | +6.1% | +9.7% |
| 30D | +3.0% | -16.7% | +19.6% | +7.6% |
| 3M | -20.7% | -27.5% | +6.8% | -14.6% |
| 6M | -17.2% | -38.6% | +21.4% | -7.5% |
| YTD | +9.1% | -21.5% | +30.6% | +13.0% |
| 1Y | +9.0% | -22.3% | +31.3% | +13.0% |
| 3Y | +353.8% | +69.9% | +284.0% | +263.2% |
| 5Y | +608.0% | +163.6% | +444.5% | +382.1% |
| All | +1,490.9% | +778.2% | +712.7% | +558.0% |
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