+191.5%
BAH vs UEC
+908.7%
-717.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.2% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | -6.6% | +1.9% | -8.5% | -6.8% |
| 3M | -7.2% | +8.9% | -16.1% | -7.7% |
| 6M | -10.0% | -14.5% | +4.5% | -10.1% |
| YTD | -12.5% | -0.7% | -11.8% | -13.4% |
| 1Y | -27.9% | -4.1% | -23.9% | -28.9% |
| 3Y | -31.4% | +148.9% | -180.3% | -37.0% |
| 5Y | -3.2% | +300.0% | -303.2% | -16.1% |
| 10Y | +191.5% | +994.3% | -802.9% | +131.6% |
| All | +191.5% | +908.7% | -717.2% | +131.6% |
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