+101.6%
JHX vs UEC
+885.8%
-784.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +1.8% |
| 7D | -6.3% | -9.4% | +3.1% | -4.9% |
| 30D | -7.7% | -8.0% | +0.3% | -6.8% |
| 3M | +19.2% | -1.7% | +20.9% | +18.8% |
| 6M | +38.3% | -26.1% | +64.4% | +42.6% |
| YTD | +37.2% | -10.5% | +47.7% | +36.3% |
| 1Y | +42.3% | -13.3% | +55.6% | +39.9% |
| 3Y | -4.4% | +116.4% | -120.8% | -23.2% |
| 5Y | -26.4% | +225.5% | -251.9% | -49.6% |
| All | +101.6% | +885.8% | -784.2% | -3.7% |
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 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