+655.5%
HWM vs UEC
+278.7%
+376.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +3.0% | -13.7% | -11.1% |
| 7D | -9.2% | +2.6% | -11.8% | -9.5% |
| 30D | -17.9% | +5.6% | -23.5% | -18.8% |
| 3M | -6.0% | -5.7% | -0.3% | -6.4% |
| 6M | -7.4% | -8.0% | +0.7% | -8.2% |
| YTD | +13.1% | +1.8% | +11.3% | +9.6% |
| 1Y | +29.3% | +0.6% | +28.7% | +23.5% |
| 3Y | +389.9% | +155.2% | +234.8% | +284.9% |
| 5Y | +655.5% | +305.8% | +349.7% | +429.2% |
| All | +655.5% | +278.7% | +376.9% | +429.2% |
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 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