-93.9%
HTZ vs UEC
+171.8%
-265.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.8% | +8.5% | +9.2% |
| 7D | -27.4% | +0.6% | -28.0% | -27.4% |
| 30D | -11.4% | -18.1% | +6.8% | -7.8% |
| 3M | -33.1% | -36.9% | +3.8% | -26.7% |
| 6M | -73.5% | -56.1% | -17.4% | -69.0% |
| YTD | -68.1% | -38.1% | -30.0% | -65.6% |
| 1Y | -74.3% | -41.7% | -32.6% | -72.2% |
| 3Y | -80.9% | +28.2% | -109.1% | -84.0% |
| 5Y | -93.8% | +31.7% | -125.5% | -95.5% |
| All | -93.9% | +171.8% | -265.7% | -96.1% |
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