+7.4%
HAL vs UEC
+908.7%
-901.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.4% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | +10.9% | +1.9% | +9.0% | +9.8% |
| 3M | -5.8% | +8.9% | -14.8% | -9.0% |
| 6M | +8.1% | -14.5% | +22.6% | +7.2% |
| YTD | +33.2% | -0.7% | +33.9% | +26.4% |
| 1Y | +74.2% | -4.1% | +78.2% | +61.8% |
| 3Y | -3.7% | +148.9% | -152.6% | -34.6% |
| 5Y | +111.9% | +300.0% | -188.1% | +13.9% |
| 10Y | +7.4% | +994.3% | -986.9% | -65.6% |
| All | +7.4% | +908.7% | -901.3% | -65.6% |
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