+195.2%
BAH vs UEC
+616.1%
-420.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | +1.7% | -3.8% | +5.5% | +1.8% |
| 30D | +20.8% | -13.5% | +34.3% | +21.3% |
| 3M | +11.6% | -40.5% | +52.0% | +13.5% |
| 6M | +23.1% | -56.7% | +79.8% | +26.4% |
| YTD | +5.3% | -43.0% | +48.2% | +6.2% |
| 1Y | +6.1% | -42.5% | +48.7% | +6.9% |
| 3Y | -27.5% | +11.6% | -39.0% | -31.1% |
| 5Y | +6.2% | +21.8% | -15.6% | -3.2% |
| All | +195.2% | +616.1% | -420.9% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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