+248.1%
HD vs UEC
+631.2%
-383.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.1% | -0.3% |
| 7D | -0.5% | +4.9% | -5.4% | -1.0% |
| 30D | +18.5% | -17.5% | +36.0% | +20.1% |
| 3M | +2.2% | -40.1% | +42.3% | +6.2% |
| 6M | +13.8% | -56.1% | +70.0% | +20.8% |
| YTD | +3.4% | -41.8% | +45.2% | +5.8% |
| 1Y | -3.5% | -44.8% | +41.3% | -1.2% |
| 3Y | +29.0% | +20.6% | +8.4% | +17.2% |
| 5Y | +6.1% | +24.3% | -18.2% | -9.1% |
| All | +248.1% | +631.2% | -383.1% | +112.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling