+308.1%
HUBS vs UEC
+885.8%
-577.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.6% |
| 7D | -9.0% | -9.4% | +0.5% | -7.6% |
| 30D | +7.2% | -8.0% | +15.2% | +8.3% |
| 3M | +20.9% | -1.7% | +22.6% | +19.8% |
| 6M | -13.0% | -26.1% | +13.1% | -11.4% |
| YTD | -43.8% | -10.5% | -33.3% | -45.7% |
| 1Y | -54.6% | -13.3% | -41.4% | -56.7% |
| 3Y | -58.5% | +116.4% | -174.8% | -69.4% |
| 5Y | -66.4% | +225.5% | -292.0% | -78.6% |
| All | +308.1% | +885.8% | -577.7% | +83.5% |
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