+7.4%
BAH vs UEC
+47.5%
-40.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.8% | -11.2% | -4.6% |
| 7D | -3.5% | -10.2% | +6.7% | -3.3% |
| 30D | +24.3% | -26.9% | +51.2% | +25.3% |
| 3M | +16.3% | -35.7% | +52.0% | +17.6% |
| 6M | +13.6% | -56.1% | +69.7% | +16.0% |
| YTD | +3.5% | -40.8% | +44.2% | +3.9% |
| 1Y | +2.7% | -43.4% | +46.1% | +3.2% |
| 3Y | -26.6% | +25.4% | -51.9% | -31.5% |
| All | +7.4% | +47.5% | -40.2% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling