+152.3%
HUM vs UEC
+885.8%
-733.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.2% | +7.4% | +2.5% |
| 7D | +2.1% | -9.4% | +11.5% | +2.6% |
| 30D | +5.4% | -8.0% | +13.4% | +5.7% |
| 3M | +11.4% | -1.7% | +13.1% | +11.2% |
| 6M | +141.5% | -26.1% | +167.7% | +142.9% |
| YTD | +61.2% | -10.5% | +71.7% | +59.4% |
| 1Y | +49.2% | -13.3% | +62.4% | +46.8% |
| 3Y | -9.0% | +116.4% | -125.4% | -18.1% |
| 5Y | +7.2% | +225.5% | -218.4% | -10.7% |
| All | +152.3% | +885.8% | -733.6% | +66.4% |
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