+124.4%
HSY vs UEC
+616.1%
-491.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +0.6% |
| 7D | -2.1% | -3.8% | +1.6% | -2.0% |
| 30D | +6.1% | -13.5% | +19.6% | +6.6% |
| 3M | -5.6% | -40.5% | +34.9% | -3.9% |
| 6M | -9.5% | -56.7% | +47.1% | -6.9% |
| YTD | -2.1% | -43.0% | +40.9% | -1.2% |
| 1Y | +0.8% | -42.5% | +43.3% | +1.5% |
| 3Y | -2.1% | +11.6% | -13.7% | -7.4% |
| 5Y | +11.2% | +21.8% | -10.5% | +0.9% |
| All | +124.4% | +616.1% | -491.7% | +48.6% |
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