+75.6%
HST vs UEC
-46.3%
+122.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.2% | +1.5% |
| 7D | +3.3% | -13.8% | +17.1% | +3.9% |
| 30D | +16.4% | -23.1% | +39.5% | +17.4% |
| 3M | +5.5% | -31.5% | +37.0% | +6.8% |
| 6M | +31.1% | -51.5% | +82.6% | +33.8% |
| YTD | +55.9% | -38.4% | +94.4% | +59.6% |
| 1Y | +75.6% | -44.7% | +120.3% | +78.9% |
| All | +75.6% | -46.3% | +122.0% | +78.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling