+58.2%
HCA vs UEC
+134.5%
-76.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | -0.1% |
| 7D | +2.9% | -4.3% | +7.2% | +3.0% |
| 30D | +2.4% | -3.8% | +6.2% | +2.4% |
| 3M | +13.0% | +17.0% | -3.9% | +12.7% |
| 6M | -21.4% | -23.9% | +2.5% | -21.2% |
| YTD | -9.5% | -5.7% | -3.8% | -9.8% |
| 1Y | +7.5% | -12.5% | +20.1% | +7.1% |
| All | +58.2% | +134.5% | -76.2% | +43.9% |
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