+237.2%
HPE vs UEC
+20.6%
+216.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.8% | +0.9% |
| 7D | +13.6% | +4.9% | +8.6% | +12.5% |
| 30D | -27.1% | -17.5% | -9.6% | -24.5% |
| 3M | -14.5% | -40.1% | +25.7% | -7.1% |
| 6M | +66.9% | -56.1% | +123.1% | +88.5% |
| YTD | +111.3% | -41.8% | +153.1% | +125.9% |
| 1Y | +117.5% | -44.8% | +162.3% | +133.1% |
| All | +237.2% | +20.6% | +216.7% | +211.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling