+4.4%
HWM vs UEC
-46.3%
+50.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.9% | +0.6% | -3.7% |
| 7D | +9.4% | -13.8% | +23.2% | +11.4% |
| 30D | -7.0% | -23.1% | +16.1% | -4.0% |
| 3M | -25.9% | -31.5% | +5.7% | -23.0% |
| 6M | -10.8% | -51.5% | +40.7% | -4.1% |
| YTD | +4.3% | -38.4% | +42.8% | +5.5% |
| 1Y | +4.4% | -44.7% | +49.1% | +5.9% |
| All | +4.4% | -46.3% | +50.7% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling