+86.3%
HUT vs UEC
+274.7%
-188.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.1% |
| 7D | +17.8% | -6.9% | +24.7% | +21.7% |
| 30D | +0.8% | +7.6% | -6.8% | -4.1% |
| 3M | -26.8% | -18.4% | -8.4% | -21.1% |
| 6M | +72.6% | -23.3% | +95.8% | +89.8% |
| YTD | +103.6% | -1.2% | +104.8% | +101.5% |
| 1Y | +265.3% | +2.3% | +263.0% | +250.6% |
| 3Y | +689.4% | +162.3% | +527.1% | +340.8% |
| All | +86.3% | +274.7% | -188.3% | -7.5% |
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 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