+1,388.5%
HWM vs CCJ
+886.2%
+502.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +1.4% |
| 7D | +3.4% | -7.3% | +10.7% | +5.3% |
| 30D | -7.5% | -20.0% | +12.4% | -2.5% |
| 3M | -28.9% | -23.8% | -5.0% | -24.4% |
| 6M | -19.6% | -42.4% | +22.8% | -9.0% |
| YTD | +0.6% | -22.1% | +22.7% | +4.4% |
| 1Y | +0.3% | -20.8% | +21.2% | +3.4% |
| 3Y | +326.1% | +75.7% | +250.4% | +239.5% |
| 5Y | +525.2% | +167.4% | +357.7% | +327.2% |
| 10Y | +1,492.9% | +826.3% | +666.5% | +681.4% |
| All | +1,388.5% | +886.2% | +502.3% | +647.2% |
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 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