+3.3%
HWM vs UEC
-40.9%
+44.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.1% | -5.0% | +3.6% |
| 7D | +1.6% | +1.5% | +0.1% | +1.3% |
| 30D | -3.9% | -17.1% | +13.1% | -2.0% |
| 3M | -23.2% | -32.3% | +9.1% | -20.2% |
| 6M | -20.0% | -49.7% | +29.8% | -14.4% |
| YTD | +5.7% | -34.8% | +40.5% | +5.8% |
| All | +3.3% | -40.9% | +44.2% | +3.5% |
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 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