+460.9%
HBM vs UEC
+134.5%
+326.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -5.0% | -2.5% | -5.7% |
| 7D | -3.7% | -4.3% | +0.5% | -2.1% |
| 30D | -3.7% | -3.8% | +0.2% | -2.4% |
| 3M | +8.0% | +17.0% | -9.0% | +2.1% |
| 6M | +15.8% | -23.9% | +39.7% | +25.0% |
| YTD | +34.4% | -5.7% | +40.0% | +35.0% |
| 1Y | +98.2% | -12.5% | +110.7% | +99.1% |
| All | +460.9% | +134.5% | +326.4% | +290.1% |
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 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