+554.0%
JHX vs UEC
+74.4%
+479.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.7% | -2.9% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | -5.0% | +1.9% | -6.9% | -5.4% |
| 3M | +24.5% | +8.9% | +15.5% | +22.6% |
| 6M | +34.9% | -14.5% | +49.4% | +35.8% |
| YTD | +39.3% | -0.7% | +40.0% | +37.0% |
| 1Y | +48.6% | -4.1% | +52.6% | +45.1% |
| 3Y | -2.0% | +148.9% | -151.0% | -18.1% |
| 5Y | -24.4% | +300.0% | -324.4% | -43.8% |
| 10Y | +109.4% | +994.3% | -884.9% | +23.6% |
| All | +554.0% | +74.4% | +479.6% | +214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling