+634.9%
HLT vs UEC
+514.7%
+120.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +0.5% |
| 7D | -1.6% | -9.4% | +7.8% | -0.7% |
| 30D | -5.0% | -8.0% | +3.0% | -4.5% |
| 3M | -10.4% | -1.7% | -8.7% | -10.7% |
| 6M | +3.2% | -26.1% | +29.4% | +4.7% |
| YTD | +6.7% | -10.5% | +17.3% | +5.6% |
| 1Y | +10.3% | -13.3% | +23.5% | +8.2% |
| 3Y | +99.3% | +116.4% | -17.0% | +72.5% |
| 5Y | +143.7% | +225.5% | -81.9% | +93.1% |
| 10Y | +584.7% | +885.8% | -301.1% | +345.6% |
| All | +634.9% | +514.7% | +120.2% | +372.0% |
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 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