+84.9%
HST vs UEC
+4.1%
+80.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.8% |
| 7D | -2.7% | -10.2% | +7.6% | -1.5% |
| 30D | +10.7% | -26.9% | +37.6% | +14.5% |
| 3M | +6.3% | -35.7% | +41.9% | +11.0% |
| 6M | +19.0% | -56.1% | +75.1% | +28.5% |
| YTD | +47.0% | -40.8% | +87.8% | +51.5% |
| 1Y | +53.4% | -43.4% | +96.8% | +58.1% |
| 3Y | +78.0% | +25.4% | +52.6% | +58.7% |
| 5Y | +71.7% | +51.1% | +20.6% | +41.1% |
| 10Y | +146.2% | +695.4% | -549.2% | +46.1% |
| All | +84.9% | +4.1% | +80.9% | -14.2% |
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