+25.6%
HYG vs UEC
+122.3%
-96.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.1% | +0.1% |
| 7D | -0.7% | -9.4% | +8.7% | -0.5% |
| 30D | -0.7% | -8.0% | +7.3% | -0.6% |
| 3M | -0.2% | -1.7% | +1.5% | -0.3% |
| 6M | +1.4% | -26.1% | +27.6% | +1.7% |
| YTD | +1.5% | -10.5% | +12.0% | +1.3% |
| 1Y | +2.9% | -13.3% | +16.2% | +2.6% |
| 3Y | +25.6% | +116.4% | -90.7% | +20.7% |
| All | +25.6% | +122.3% | -96.7% | +20.7% |
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