+633.5%
HUM vs UEC
+74.4%
+559.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.6% |
| 7D | -0.2% | -0.2% | -0.1% | -0.2% |
| 30D | +3.7% | +1.9% | +1.8% | +3.5% |
| 3M | +10.4% | +8.9% | +1.5% | +9.6% |
| 6M | +125.7% | -14.5% | +140.2% | +125.3% |
| YTD | +57.3% | -0.7% | +58.0% | +55.1% |
| 1Y | +48.6% | -4.1% | +52.7% | +45.9% |
| 3Y | -11.3% | +148.9% | -160.2% | -19.6% |
| 5Y | +0.8% | +300.0% | -299.2% | -14.4% |
| 10Y | +146.7% | +994.3% | -847.7% | +81.2% |
| All | +633.5% | +74.4% | +559.1% | +358.4% |
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 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