+64.1%
HST vs UEC
+73.5%
-9.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.0% | -6.9% | +5.9% | -0.2% |
| 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% | +16.4% |
| YTD | +30.5% | -1.2% | +31.7% | +27.4% |
| 1Y | +35.7% | +2.3% | +33.4% | +30.0% |
| 3Y | +68.4% | +162.3% | -93.9% | +38.0% |
| 5Y | +73.1% | +287.2% | -214.1% | +27.3% |
| 10Y | +92.7% | +1,009.6% | -916.9% | +10.3% |
| All | +64.1% | +73.5% | -9.4% | -27.9% |
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 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