+51.5%
HBAN vs UEC
+74.4%
-23.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.5% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -5.5% | +1.9% | -7.4% | -5.9% |
| 3M | -0.2% | +8.9% | -9.2% | -1.8% |
| 6M | +5.2% | -14.5% | +19.6% | +5.2% |
| YTD | -2.3% | -0.7% | -1.6% | -4.4% |
| 1Y | -2.2% | -4.1% | +1.9% | -5.0% |
| 3Y | +73.8% | +148.9% | -75.1% | +46.5% |
| 5Y | +35.2% | +300.0% | -264.8% | +1.9% |
| 10Y | +155.4% | +994.3% | -839.0% | +53.8% |
| All | +51.5% | +74.4% | -23.0% | -24.3% |
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