+220.1%
HUT vs UEC
+397.0%
-176.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.1% | -5.0% | -6.3% |
| 7D | +9.3% | -3.8% | +13.1% | +10.9% |
| 30D | -23.1% | -13.5% | -9.6% | -17.5% |
| 3M | -30.6% | -40.5% | +9.9% | -14.8% |
| 6M | -46.9% | -56.7% | +9.8% | -26.7% |
| YTD | +25.3% | -43.0% | +68.3% | +57.1% |
| 1Y | +59.8% | -42.5% | +102.4% | +100.1% |
| 3Y | +467.2% | +11.6% | +455.6% | +408.9% |
| 5Y | -24.6% | +21.8% | -46.4% | -40.5% |
| All | +220.1% | +397.0% | -176.9% | +30.5% |
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