+204.0%
XHB vs UEC
+939.6%
-735.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -1.7% |
| 7D | -5.2% | -4.3% | -1.0% | -4.8% |
| 30D | -12.1% | -3.8% | -8.3% | -11.9% |
| 3M | -6.2% | +17.0% | -23.2% | -8.4% |
| 6M | -6.7% | -23.9% | +17.2% | -5.1% |
| YTD | -5.5% | -5.7% | +0.2% | -7.0% |
| 1Y | -15.6% | -12.5% | -3.1% | -17.4% |
| 3Y | +22.0% | +136.5% | -114.5% | +0.3% |
| 5Y | +31.8% | +243.3% | -211.5% | -3.9% |
| All | +204.0% | +939.6% | -735.6% | +60.8% |
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