+25.9%
HD vs UEC
+19.3%
+6.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.8% | -8.6% | -2.1% |
| 7D | +4.3% | -10.2% | +14.6% | +4.7% |
| 30D | +20.2% | -26.9% | +47.1% | +21.7% |
| 3M | -1.0% | -35.7% | +34.7% | +0.7% |
| 6M | +7.9% | -56.1% | +64.0% | +11.1% |
| YTD | +2.0% | -40.8% | +42.7% | +3.1% |
| 1Y | -4.3% | -43.4% | +39.1% | -3.2% |
| 3Y | +25.9% | +25.4% | +0.6% | +20.0% |
| All | +25.9% | +19.3% | +6.6% | +20.0% |
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