+392.8%
HL vs UEC
+122.3%
+270.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | +0.9% |
| 7D | -4.4% | -9.4% | +5.1% | -0.6% |
| 30D | +9.3% | -8.0% | +17.3% | +12.4% |
| 3M | +32.0% | -1.7% | +33.7% | +32.2% |
| 6M | -6.4% | -26.1% | +19.7% | +3.1% |
| YTD | +3.1% | -10.5% | +13.7% | +6.9% |
| 1Y | +77.6% | -13.3% | +90.8% | +83.0% |
| 3Y | +392.8% | +116.4% | +276.5% | +250.9% |
| All | +392.8% | +122.3% | +270.5% | +250.9% |
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