-56.7%
ALHC vs UEC
+138.6%
-195.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.9% | +3.5% | -1.8% |
| 7D | -0.8% | +4.9% | -5.7% | -1.6% |
| 30D | -9.6% | -17.5% | +7.8% | -7.8% |
| 3M | -44.5% | -40.1% | -4.4% | -41.5% |
| 6M | -59.2% | -56.1% | -3.1% | -55.8% |
| YTD | -62.0% | -41.8% | -20.2% | -61.2% |
| 1Y | -54.8% | -44.8% | -10.0% | -53.7% |
| 3Y | +25.0% | +20.6% | +4.4% | +3.0% |
| 5Y | -65.3% | +24.3% | -89.6% | -75.1% |
| All | -56.7% | +138.6% | -195.3% | -71.2% |
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 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