+170.3%
HPQ vs UEC
+78.8%
+91.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -4.8% |
| 7D | -0.5% | +2.6% | -3.1% | -0.7% |
| 30D | +3.7% | +5.6% | -1.9% | +2.9% |
| 3M | +24.3% | -5.7% | +30.0% | +24.0% |
| 6M | +64.8% | -8.0% | +72.8% | +63.2% |
| YTD | +43.9% | +1.8% | +42.1% | +39.8% |
| 1Y | +11.7% | +0.6% | +11.1% | +7.6% |
| 3Y | +19.7% | +155.2% | -135.5% | +0.6% |
| 5Y | +32.2% | +305.8% | -273.6% | +0.7% |
| 10Y | +198.9% | +943.0% | -744.1% | +87.3% |
| All | +170.3% | +78.8% | +91.5% | +50.5% |
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