-58.0%
ALHC vs UEC
+167.4%
-225.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.1% | -11.1% | -2.2% |
| 7D | +3.9% | +1.5% | +2.4% | +3.5% |
| 30D | -3.6% | -17.1% | +13.4% | -1.8% |
| 3M | -49.4% | -32.3% | -17.1% | -47.4% |
| 6M | -59.5% | -49.7% | -9.7% | -56.9% |
| YTD | -63.2% | -34.8% | -28.4% | -62.8% |
| 1Y | -55.5% | -37.5% | -17.9% | -55.0% |
| 3Y | +23.0% | +37.1% | -14.0% | -0.2% |
| 5Y | -65.7% | +44.3% | -110.0% | -75.8% |
| All | -58.0% | +167.4% | -225.4% | -72.4% |
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