-62.2%
ALHC vs UEC
+47.5%
-109.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.8% | -9.7% | -3.8% |
| 7D | +1.0% | -10.2% | +11.2% | +2.3% |
| 30D | -14.2% | -26.9% | +12.8% | -11.0% |
| 3M | -45.1% | -35.7% | -9.5% | -42.4% |
| 6M | -59.5% | -56.1% | -3.4% | -56.0% |
| YTD | -62.8% | -40.8% | -22.1% | -62.1% |
| 1Y | -55.5% | -43.4% | -12.1% | -54.5% |
| 3Y | +25.7% | +25.4% | +0.3% | -0.3% |
| All | -62.2% | +47.5% | -109.7% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling