+1,581.2%
HWM vs UEC
+1,203.4%
+377.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.9% |
| 7D | -8.0% | -0.2% | -7.9% | -8.1% |
| 30D | -18.0% | +1.9% | -19.9% | -18.7% |
| 3M | -9.5% | +8.9% | -18.4% | -11.7% |
| 6M | -8.4% | -14.5% | +6.1% | -8.3% |
| YTD | +13.6% | -0.7% | +14.3% | +9.9% |
| 1Y | +30.2% | -4.1% | +34.3% | +24.4% |
| 3Y | +392.2% | +148.9% | +243.3% | +274.7% |
| 5Y | +645.2% | +300.0% | +345.2% | +370.1% |
| All | +1,581.2% | +1,203.4% | +377.8% | +574.2% |
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