+367.3%
BHP vs UEC
+0.2%
+367.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.9% |
| 7D | -0.5% | -3.8% | +3.3% | +0.1% |
| 30D | -4.5% | -13.5% | +9.0% | -2.5% |
| 3M | -6.9% | -40.5% | +33.6% | +0.7% |
| 6M | -10.6% | -56.7% | +46.1% | +1.0% |
| YTD | +37.2% | -43.0% | +80.2% | +46.6% |
| 1Y | +48.0% | -42.5% | +90.6% | +57.1% |
| 3Y | +52.6% | +11.6% | +41.0% | +36.5% |
| 5Y | +116.5% | +21.8% | +94.7% | +76.5% |
| 10Y | +334.9% | +623.9% | -289.0% | +122.2% |
| All | +367.3% | +0.2% | +367.1% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling