+114.2%
HIG vs UEC
+198.6%
-84.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | -0.1% |
| 7D | -1.5% | -9.4% | +8.0% | -1.0% |
| 30D | -0.4% | -8.0% | +7.7% | -0.1% |
| 3M | +6.7% | -1.7% | +8.4% | +6.4% |
| 6M | +2.0% | -26.1% | +28.1% | +2.7% |
| YTD | +0.3% | -10.5% | +10.8% | -0.8% |
| 1Y | +4.2% | -13.3% | +17.5% | +2.5% |
| 3Y | +102.2% | +116.4% | -14.1% | +79.4% |
| All | +114.2% | +198.6% | -84.4% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling