+101.9%
HAS vs UEC
+765.9%
-664.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.1% | -8.4% | +0.9% |
| 7D | +2.2% | +1.5% | +0.7% | +1.9% |
| 30D | +29.6% | -17.1% | +46.7% | +31.2% |
| 3M | +30.3% | -32.3% | +62.6% | +33.6% |
| 6M | +25.6% | -49.7% | +75.3% | +31.0% |
| YTD | +50.8% | -34.8% | +85.6% | +52.4% |
| 1Y | +63.0% | -37.5% | +100.6% | +64.8% |
| 3Y | +211.6% | +37.1% | +174.5% | +181.7% |
| 5Y | +50.4% | +44.3% | +6.1% | +28.6% |
| 10Y | +101.9% | +737.4% | -635.5% | +30.4% |
| All | +101.9% | +765.9% | -664.0% | +30.4% |
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