+133.9%
HL vs UEC
-1.0%
+134.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +1.5% | -6.9% | +8.4% | +5.2% |
| 30D | +25.1% | +7.6% | +17.4% | +19.7% |
| 3M | +22.9% | -18.4% | +41.3% | +33.5% |
| 6M | -4.9% | -23.3% | +18.4% | +4.7% |
| YTD | +7.8% | -1.2% | +9.0% | +9.1% |
| 1Y | +133.9% | +2.3% | +131.6% | +134.2% |
| All | +133.9% | -1.0% | +134.9% | +134.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling