+21.3%
ALHC vs UEC
+18.1%
+3.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.9% |
| 7D | +0.3% | -3.8% | +4.0% | +0.3% |
| 30D | -10.6% | -13.5% | +2.9% | -10.5% |
| 3M | -45.3% | -40.5% | -4.8% | -45.3% |
| 6M | -59.7% | -56.7% | -3.0% | -59.4% |
| YTD | -62.7% | -43.0% | -19.8% | -62.8% |
| 1Y | -56.1% | -42.5% | -13.6% | -56.2% |
| 3Y | +21.3% | +11.6% | +9.7% | +22.0% |
| All | +21.3% | +18.1% | +3.2% | +22.0% |
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 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