+157.0%
HPQ vs UEC
+0.2%
+156.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.7% | +1.9% |
| 7D | +3.2% | -3.8% | +6.9% | +3.4% |
| 30D | -3.6% | -13.5% | +9.9% | -2.5% |
| 3M | -5.3% | -40.5% | +35.2% | -1.2% |
| 6M | +41.1% | -56.7% | +97.8% | +50.6% |
| YTD | +36.9% | -43.0% | +79.8% | +40.0% |
| 1Y | +23.5% | -42.5% | +66.1% | +25.8% |
| 3Y | +19.6% | +11.6% | +8.0% | +9.0% |
| 5Y | +11.4% | +21.8% | -10.3% | -4.4% |
| 10Y | +160.6% | +623.9% | -463.3% | +69.0% |
| All | +157.0% | +0.2% | +156.9% | +50.7% |
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