+326.1%
HWM vs UEC
+19.3%
+306.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.3% | +1.6% |
| 7D | +3.4% | -10.2% | +13.6% | +4.8% |
| 30D | -7.5% | -26.9% | +19.4% | -4.0% |
| 3M | -28.9% | -35.7% | +6.8% | -25.5% |
| 6M | -19.6% | -56.1% | +36.5% | -12.5% |
| YTD | +0.6% | -40.8% | +41.4% | +4.1% |
| 1Y | +0.3% | -43.4% | +43.7% | +4.0% |
| 3Y | +326.1% | +25.4% | +300.8% | +267.6% |
| All | +326.1% | +19.3% | +306.8% | +267.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling