+5.3%
HUM vs UEC
+198.6%
-193.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.2% | +7.4% | +2.4% |
| 7D | +2.1% | -9.4% | +11.5% | +2.3% |
| 30D | +5.4% | -8.0% | +13.4% | +5.5% |
| 3M | +11.4% | -1.7% | +13.1% | +11.3% |
| 6M | +141.5% | -26.1% | +167.7% | +141.9% |
| YTD | +61.2% | -10.5% | +71.7% | +59.7% |
| 1Y | +49.2% | -13.3% | +62.4% | +47.1% |
| 3Y | -9.0% | +116.4% | -125.4% | -15.8% |
| All | +5.3% | +198.6% | -193.2% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling