+1.4%
FHN vs UEC
+8.7%
-7.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.2% |
| 7D | -0.9% | +0.6% | -1.4% | -1.1% |
| 30D | +2.0% | -18.1% | +20.2% | +3.9% |
| 3M | -6.8% | -36.9% | +30.1% | -3.0% |
| 6M | -0.8% | -56.1% | +55.3% | +6.3% |
| YTD | +0.6% | -38.1% | +38.7% | +2.8% |
| 1Y | +11.5% | -41.7% | +53.2% | +14.3% |
| 3Y | +130.0% | +28.2% | +101.8% | +107.0% |
| 5Y | +60.8% | +31.7% | +29.1% | +35.3% |
| 10Y | +84.0% | +685.9% | -601.9% | +14.9% |
| All | +1.4% | +8.7% | -7.3% | -44.7% |
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