-93.4%
HTZ vs UEC
+143.6%
-237.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -9.9% | -10.9% | -18.7% |
| 7D | -7.7% | -20.5% | +12.8% | -2.9% |
| 30D | -13.1% | -35.9% | +22.8% | -4.6% |
| 3M | +14.7% | -39.6% | +54.3% | +27.3% |
| 6M | -70.6% | -55.3% | -15.3% | -65.6% |
| YTD | -65.2% | -44.5% | -20.7% | -61.5% |
| 1Y | -73.2% | -50.4% | -22.8% | -69.9% |
| 3Y | -80.8% | +12.1% | -92.9% | -83.4% |
| 5Y | -94.8% | +41.5% | -136.3% | -96.2% |
| All | -93.4% | +143.6% | -237.0% | -95.6% |
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