+155.8%
HON vs UEC
+616.1%
-460.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.1% |
| 7D | +1.4% | -3.8% | +5.2% | +1.8% |
| 30D | +7.5% | -13.5% | +21.0% | +8.8% |
| 3M | -4.3% | -40.5% | +36.1% | 0.0% |
| 6M | -1.5% | -56.7% | +55.1% | +5.4% |
| YTD | +10.5% | -43.0% | +53.5% | +14.2% |
| 1Y | +8.5% | -42.5% | +51.1% | +11.6% |
| 3Y | +28.0% | +11.6% | +16.5% | +17.4% |
| 5Y | +12.0% | +21.8% | -9.7% | -4.2% |
| All | +155.8% | +616.1% | -460.3% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling