+1,773.8%
HWM vs CCJ
+1,293.4%
+480.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -11.0% | +6.9% | -17.9% | -12.7% |
| 3M | +4.0% | -11.6% | +15.7% | +6.5% |
| 6M | -0.2% | -16.2% | +16.0% | +2.8% |
| YTD | +26.7% | +10.1% | +16.5% | +21.0% |
| 1Y | +44.7% | +32.3% | +12.4% | +29.9% |
| 3Y | +426.1% | +171.3% | +254.8% | +276.4% |
| 5Y | +738.5% | +372.4% | +366.1% | +393.9% |
| All | +1,773.8% | +1,293.4% | +480.4% | +766.5% |
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