+623.9%
UEC vs HRB
+221.6%
+402.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.7% |
| 7D | -3.8% | -5.1% | +1.3% | -2.5% |
| 30D | -13.5% | +8.7% | -22.2% | -16.0% |
| 3M | -40.5% | -5.4% | -35.1% | -40.2% |
| 6M | -56.7% | +41.6% | -98.2% | -62.0% |
| YTD | -43.0% | +18.7% | -61.6% | -48.1% |
| 1Y | -42.5% | +16.4% | -59.0% | -47.4% |
| 3Y | +11.6% | +22.0% | -10.4% | -4.9% |
| 5Y | +21.8% | +141.2% | -119.5% | -24.8% |
| All | +623.9% | +221.6% | +402.3% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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