+132.3%
HON vs UEC
+885.8%
-753.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.6% |
| 7D | -3.5% | -9.4% | +6.0% | -2.6% |
| 30D | -13.8% | -8.0% | -5.7% | -13.3% |
| 3M | -11.7% | -1.7% | -10.0% | -11.9% |
| 6M | -18.7% | -26.1% | +7.4% | -17.4% |
| YTD | +0.2% | -10.5% | +10.8% | -0.5% |
| 1Y | -3.1% | -13.3% | +10.2% | -4.6% |
| 3Y | +17.0% | +116.4% | -99.4% | +0.5% |
| 5Y | +2.0% | +225.5% | -223.5% | -21.6% |
| All | +132.3% | +885.8% | -753.5% | +30.6% |
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