+25.7%
ALHC vs UEC
+19.3%
+6.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.8% | -9.7% | -3.0% |
| 7D | +1.0% | -10.2% | +11.2% | +1.0% |
| 30D | -14.2% | -26.9% | +12.8% | -14.0% |
| 3M | -45.1% | -35.7% | -9.5% | -45.1% |
| 6M | -59.5% | -56.1% | -3.4% | -59.2% |
| YTD | -62.8% | -40.8% | -22.1% | -62.9% |
| 1Y | -55.5% | -43.4% | -12.1% | -55.6% |
| 3Y | +25.7% | +25.4% | +0.3% | +24.4% |
| All | +25.7% | +19.3% | +6.4% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling