-52.4%
ALHC vs UEC
-46.3%
-6.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | -4.9% | +15.0% | +10.1% |
| 7D | -0.5% | -13.8% | +13.3% | -0.6% |
| 30D | -4.2% | -23.1% | +18.9% | -4.5% |
| 3M | -39.8% | -31.5% | -8.3% | -40.0% |
| 6M | -57.7% | -51.5% | -6.3% | -57.4% |
| YTD | -58.8% | -38.4% | -20.3% | -60.7% |
| 1Y | -52.4% | -44.7% | -7.7% | -54.2% |
| All | -52.4% | -46.3% | -6.0% | -54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling