+1,172.4%
HALO vs UEC
+74.4%
+1,098.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +4.6% | +1.9% | +2.7% | +4.2% |
| 3M | +50.2% | +8.9% | +41.3% | +47.8% |
| 6M | +57.6% | -14.5% | +72.1% | +57.4% |
| YTD | +59.6% | -0.7% | +60.3% | +55.7% |
| 1Y | +41.2% | -4.1% | +45.2% | +36.3% |
| 3Y | +178.9% | +148.9% | +29.9% | +129.2% |
| 5Y | +160.1% | +300.0% | -139.9% | +87.7% |
| 10Y | +967.5% | +994.3% | -26.8% | +491.2% |
| All | +1,172.4% | +74.4% | +1,098.0% | +457.1% |
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 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