+1.4%
FHN vs UEC
+14.6%
-13.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.1% | -8.0% | +1.1% |
| 7D | -0.5% | +1.5% | -1.9% | -0.7% |
| 30D | +1.9% | -17.1% | +19.0% | +3.6% |
| 3M | -6.9% | -32.3% | +25.4% | -3.8% |
| 6M | -3.1% | -49.7% | +46.7% | +2.3% |
| YTD | +0.6% | -34.8% | +35.3% | +2.3% |
| 1Y | +12.4% | -37.5% | +49.9% | +14.3% |
| 3Y | +133.7% | +37.1% | +96.7% | +109.0% |
| 5Y | +61.4% | +44.3% | +17.0% | +34.5% |
| 10Y | +97.9% | +737.4% | -639.5% | +22.7% |
| All | +1.4% | +14.6% | -13.2% | -45.0% |
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