+247.2%
HD vs UEC
+696.7%
-449.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | -0.2% |
| 7D | +5.2% | -5.2% | +10.4% | +5.5% |
| 30D | +20.7% | -22.0% | +42.7% | +23.0% |
| 3M | +0.8% | -37.0% | +37.8% | +4.4% |
| 6M | +12.2% | -52.7% | +64.9% | +18.2% |
| YTD | +4.2% | -38.6% | +42.8% | +6.2% |
| 1Y | -2.6% | -44.6% | +42.0% | -0.2% |
| 3Y | +30.0% | +27.1% | +2.9% | +17.6% |
| 5Y | +8.1% | +37.9% | -29.8% | -8.2% |
| 10Y | +247.2% | +631.6% | -384.5% | +111.2% |
| All | +247.2% | +696.7% | -449.5% | +111.2% |
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