+433.3%
HUT vs UEC
+765.7%
-332.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.1% | -2.6% |
| 7D | +18.9% | -0.2% | +19.1% | +19.0% |
| 30D | +12.0% | +1.9% | +10.0% | +10.0% |
| 3M | -14.9% | +8.9% | -23.8% | -18.7% |
| 6M | +96.8% | -14.5% | +111.3% | +105.5% |
| YTD | +108.8% | -0.7% | +109.5% | +107.8% |
| 1Y | +227.4% | -4.1% | +231.4% | +226.3% |
| 3Y | +760.3% | +148.9% | +611.3% | +455.2% |
| 5Y | +86.1% | +300.0% | -213.9% | -4.8% |
| All | +433.3% | +765.7% | -332.3% | +72.6% |
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 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