+189.2%
HAS vs UEC
+19.3%
+169.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.3% | -0.7% |
| 7D | -0.2% | -10.2% | +10.1% | +0.2% |
| 30D | +31.0% | -26.9% | +58.0% | +32.3% |
| 3M | +30.7% | -35.7% | +66.3% | +32.3% |
| 6M | +23.9% | -56.1% | +80.0% | +27.0% |
| YTD | +48.3% | -40.8% | +89.1% | +49.2% |
| 1Y | +60.2% | -43.4% | +103.6% | +61.3% |
| 3Y | +189.2% | +25.4% | +163.9% | +178.6% |
| All | +189.2% | +19.3% | +169.9% | +178.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling