+142.1%
HL vs UEC
+78.8%
+63.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.9% |
| 7D | +7.1% | +2.6% | +4.5% | +6.3% |
| 30D | +21.4% | +5.6% | +15.9% | +19.4% |
| 3M | +37.4% | -5.7% | +43.1% | +38.7% |
| 6M | +0.4% | -8.0% | +8.4% | +1.7% |
| YTD | +6.7% | +1.8% | +4.9% | +5.5% |
| 1Y | +102.4% | +0.6% | +101.8% | +98.4% |
| 3Y | +417.4% | +155.2% | +262.3% | +280.9% |
| 5Y | +243.3% | +305.8% | -62.5% | +105.1% |
| 10Y | +242.6% | +943.0% | -700.4% | +34.0% |
| All | +142.1% | +78.8% | +63.3% | -35.8% |
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