+52.5%
HST vs UEC
-46.0%
+98.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | -0.7% |
| 7D | +3.6% | +4.9% | -1.3% | +3.3% |
| 30D | +9.9% | -17.5% | +27.4% | +10.8% |
| 3M | +12.9% | -40.1% | +53.1% | +15.2% |
| 6M | +22.9% | -56.1% | +79.0% | +26.5% |
| YTD | +52.4% | -41.8% | +94.2% | +55.1% |
| 1Y | +52.5% | -44.8% | +97.3% | +54.7% |
| All | +52.5% | -46.0% | +98.6% | +54.7% |
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 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