+237.0%
HOOD vs UEC
+399.6%
-162.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.0% | -6.9% | -4.8% |
| 7D | +13.4% | +2.6% | +10.8% | +12.4% |
| 30D | +25.8% | +5.6% | +20.2% | +23.8% |
| 3M | +38.0% | -5.7% | +43.7% | +38.9% |
| 6M | +52.2% | -8.0% | +60.3% | +52.8% |
| YTD | +3.7% | +1.8% | +2.0% | +0.5% |
| 1Y | +0.1% | +0.6% | -0.5% | -5.1% |
| 3Y | +992.6% | +155.2% | +837.4% | +640.8% |
| 5Y | +193.0% | +305.8% | -112.8% | +81.9% |
| All | +237.0% | +399.6% | -162.6% | +144.0% |
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 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