+71.7%
HST vs UEC
+274.7%
-202.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.0% | -6.9% | +5.9% | -0.3% |
| 30D | -12.3% | +7.6% | -19.9% | -13.2% |
| 3M | -6.4% | -18.4% | +12.0% | -5.1% |
| 6M | +15.0% | -23.3% | +38.3% | +16.3% |
| YTD | +30.5% | -1.2% | +31.7% | +27.3% |
| 1Y | +35.7% | +2.3% | +33.4% | +29.7% |
| 3Y | +68.4% | +162.3% | -93.9% | +33.6% |
| All | +71.7% | +274.7% | -202.9% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling