+114.4%
HIG vs UEC
+78.8%
+35.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.3% |
| 7D | -1.1% | +2.6% | -3.7% | -1.4% |
| 30D | -4.9% | +5.6% | -10.5% | -5.8% |
| 3M | +6.8% | -5.7% | +12.5% | +6.4% |
| 6M | -1.7% | -8.0% | +6.4% | -2.8% |
| YTD | -0.2% | +1.8% | -2.0% | -3.4% |
| 1Y | +5.7% | +0.6% | +5.1% | +1.0% |
| 3Y | +100.3% | +155.2% | -54.9% | +62.4% |
| 5Y | +118.5% | +305.8% | -187.3% | +54.1% |
| 10Y | +309.7% | +943.0% | -633.3% | +112.8% |
| All | +114.4% | +78.8% | +35.6% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling