+50.7%
USHY vs UEC
+899.2%
-848.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.1% | -0.1% |
| 7D | 0.0% | +2.6% | -2.6% | -0.1% |
| 30D | 0.0% | +5.6% | -5.6% | -0.3% |
| 3M | +1.2% | -5.7% | +6.9% | +1.1% |
| 6M | +2.6% | -8.0% | +10.7% | +2.4% |
| YTD | +2.4% | +1.8% | +0.6% | +1.6% |
| 1Y | +4.2% | +0.6% | +3.6% | +3.0% |
| 3Y | +28.0% | +155.2% | -127.1% | +20.2% |
| 5Y | +21.8% | +305.8% | -284.0% | +9.9% |
| All | +50.7% | +899.2% | -848.5% | +23.2% |
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