+215.7%
HUT vs UEC
+435.1%
-219.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +2.0% |
| 7D | -10.9% | -5.2% | -5.8% | -8.4% |
| 30D | -32.6% | -22.0% | -10.7% | -24.7% |
| 3M | -33.7% | -37.0% | +3.3% | -20.4% |
| 6M | -42.3% | -52.7% | +10.4% | -23.5% |
| YTD | +23.6% | -38.6% | +62.2% | +50.5% |
| 1Y | +20.4% | -44.6% | +64.9% | +52.8% |
| 3Y | +423.2% | +27.1% | +396.1% | +345.5% |
| 5Y | -19.4% | +37.9% | -57.3% | -39.1% |
| All | +215.7% | +435.1% | -219.4% | +25.0% |
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