-17.0%
ALHC vs UEC
+5.5%
-22.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -0.6% |
| 7D | -1.0% | +2.6% | -3.5% | -0.9% |
| 30D | -6.3% | +5.6% | -11.9% | -6.3% |
| 3M | -12.3% | -5.7% | -6.6% | -12.2% |
| 6M | -27.0% | -8.0% | -19.0% | -27.9% |
| YTD | -31.8% | +1.8% | -33.6% | -33.4% |
| 1Y | -17.0% | +0.6% | -17.6% | -19.0% |
| All | -17.0% | +5.5% | -22.5% | -19.0% |
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