-14.9%
HAL vs UEC
+616.1%
-631.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.5% |
| 7D | +6.1% | -3.8% | +9.9% | +6.7% |
| 30D | +2.9% | -13.5% | +16.4% | +5.3% |
| 3M | +3.3% | -40.5% | +43.8% | +12.7% |
| 6M | -16.9% | -56.7% | +39.8% | -5.3% |
| YTD | +21.2% | -43.0% | +64.2% | +27.1% |
| 1Y | +27.5% | -42.5% | +70.1% | +32.5% |
| 3Y | -6.4% | +11.6% | -18.0% | -25.0% |
| 5Y | +58.0% | +21.8% | +36.3% | +11.1% |
| All | -14.9% | +616.1% | -631.0% | -69.7% |
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 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