-22.2%
ALHC vs UEC
+317.2%
-339.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.0% |
| 7D | -1.0% | +2.6% | -3.5% | -1.3% |
| 30D | -6.3% | +5.6% | -11.9% | -7.3% |
| 3M | -12.3% | -5.7% | -6.6% | -12.9% |
| 6M | -27.0% | -8.0% | -19.0% | -28.3% |
| YTD | -31.8% | +1.8% | -33.6% | -34.5% |
| 1Y | -17.0% | +0.6% | -17.6% | -21.4% |
| 3Y | +159.8% | +155.2% | +4.7% | +92.2% |
| 5Y | -25.1% | +305.8% | -330.9% | -53.6% |
| All | -22.2% | +317.2% | -339.4% | -51.4% |
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