+125.5%
FHN vs UEC
+885.8%
-760.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +0.2% |
| 7D | -1.2% | -9.4% | +8.2% | +0.1% |
| 30D | -4.8% | -8.0% | +3.2% | -4.1% |
| 3M | -0.7% | -1.7% | +1.0% | -1.4% |
| 6M | +10.6% | -26.1% | +36.8% | +12.7% |
| YTD | +4.6% | -10.5% | +15.1% | +2.8% |
| 1Y | +11.4% | -13.3% | +24.6% | +7.9% |
| 3Y | +132.3% | +116.4% | +15.9% | +84.0% |
| 5Y | +90.2% | +225.5% | -135.4% | +23.9% |
| All | +125.5% | +885.8% | -760.4% | -7.1% |
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