+3.3%
HWM vs CCJ
-21.5%
+24.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.7% | -0.6% | +3.7% |
| 7D | +1.6% | +2.7% | -1.1% | +1.0% |
| 30D | -3.9% | -14.4% | +10.5% | -0.8% |
| 3M | -23.2% | -22.6% | -0.6% | -19.2% |
| 6M | -20.0% | -35.4% | +15.5% | -12.8% |
| YTD | +5.7% | -17.6% | +23.3% | +3.1% |
| All | +3.3% | -21.5% | +24.9% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling