+654.4%
HBM vs UEC
+2,326.5%
-1,672.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.0% | +2.7% | +4.9% |
| 7D | +7.4% | +2.6% | +4.8% | +6.6% |
| 30D | +5.1% | +5.6% | -0.5% | +3.4% |
| 3M | +11.1% | -5.7% | +16.8% | +12.3% |
| 6M | +30.2% | -8.0% | +38.3% | +31.8% |
| YTD | +46.2% | +1.8% | +44.4% | +43.3% |
| 1Y | +120.0% | +0.6% | +119.5% | +112.4% |
| 3Y | +527.4% | +155.2% | +372.3% | +341.8% |
| 5Y | +400.4% | +305.8% | +94.6% | +184.3% |
| 10Y | +621.5% | +943.0% | -321.5% | +162.9% |
| All | +654.4% | +2,326.5% | -1,672.2% | +151.7% |
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