+642.7%
HUBS vs UEC
+866.7%
-224.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.0% | +2.1% | -2.2% |
| 7D | -12.4% | -4.3% | -8.1% | -11.8% |
| 30D | +1.4% | -3.8% | +5.2% | +1.6% |
| 3M | +16.0% | +17.0% | -1.0% | +11.9% |
| 6M | -17.0% | -23.9% | +6.9% | -15.9% |
| YTD | -44.3% | -5.7% | -38.6% | -46.3% |
| 1Y | -54.3% | -12.5% | -41.8% | -56.1% |
| 3Y | -58.4% | +136.5% | -194.9% | -68.4% |
| 5Y | -66.7% | +243.3% | -310.0% | -77.5% |
| 10Y | +315.9% | +939.6% | -623.7% | +108.3% |
| All | +642.7% | +866.7% | -224.0% | +255.9% |
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