+885.8%
UEC vs HRB
+209.1%
+676.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.5% | -5.7% | -5.3% |
| 7D | -9.4% | -8.0% | -1.4% | -7.4% |
| 30D | -8.0% | -16.0% | +8.0% | -3.6% |
| 3M | -1.7% | +26.9% | -28.6% | -9.8% |
| 6M | -26.1% | +51.1% | -77.3% | -37.4% |
| YTD | -10.5% | +7.1% | -17.6% | -15.4% |
| 1Y | -13.3% | -9.6% | -3.7% | -13.5% |
| 3Y | +116.4% | +25.4% | +91.0% | +80.6% |
| 5Y | +225.5% | +114.9% | +110.6% | +109.6% |
| All | +885.8% | +209.1% | +676.7% | +380.9% |
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