+642.8%
HAS vs UEC
+4.1%
+638.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.3% | -1.0% |
| 7D | -0.2% | -10.2% | +10.1% | +0.5% |
| 30D | +31.0% | -26.9% | +58.0% | +33.5% |
| 3M | +30.7% | -35.7% | +66.3% | +33.9% |
| 6M | +23.9% | -56.1% | +80.0% | +29.4% |
| YTD | +48.3% | -40.8% | +89.1% | +50.8% |
| 1Y | +60.2% | -43.4% | +103.6% | +62.9% |
| 3Y | +189.2% | +25.4% | +163.9% | +170.4% |
| 5Y | +50.4% | +51.1% | -0.7% | +34.1% |
| 10Y | +104.2% | +695.4% | -591.2% | +50.6% |
| All | +642.8% | +4.1% | +638.7% | +406.6% |
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 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