-91.6%
HTZ vs UEC
+170.3%
-261.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.9% | +14.1% | +10.2% |
| 7D | +18.9% | -13.8% | +32.7% | +22.5% |
| 30D | +26.3% | -23.1% | +49.4% | +33.0% |
| 3M | +49.7% | -31.5% | +81.2% | +61.1% |
| 6M | -61.1% | -51.5% | -9.6% | -55.5% |
| YTD | -56.0% | -38.4% | -17.6% | -52.6% |
| 1Y | -66.4% | -44.7% | -21.7% | -63.4% |
| 3Y | -75.8% | +24.4% | -100.2% | -79.6% |
| 5Y | -93.1% | +57.3% | -150.4% | -95.0% |
| All | -91.6% | +170.3% | -261.9% | -94.6% |
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 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