+126.5%
HSY vs UEC
+885.8%
-759.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | -0.4% |
| 7D | +0.1% | -9.4% | +9.5% | +0.5% |
| 30D | -5.2% | -8.0% | +2.8% | -5.0% |
| 3M | -3.4% | -1.7% | -1.7% | -3.6% |
| 6M | -19.2% | -26.1% | +6.9% | -18.7% |
| YTD | -2.6% | -10.5% | +7.9% | -3.3% |
| 1Y | -3.8% | -13.3% | +9.5% | -4.8% |
| 3Y | -10.6% | +116.4% | -127.0% | -17.9% |
| 5Y | +12.3% | +225.5% | -213.2% | -4.1% |
| All | +126.5% | +885.8% | -759.4% | +53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling