-31.2%
ALHC vs UEC
+274.7%
-305.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -0.6% | -6.9% | +6.3% | +0.2% |
| 30D | -1.0% | +7.6% | -8.7% | -2.2% |
| 3M | -10.2% | -18.4% | +8.2% | -9.1% |
| 6M | -28.3% | -23.3% | -5.0% | -27.7% |
| YTD | -31.4% | -1.2% | -30.2% | -33.9% |
| 1Y | -16.9% | +2.3% | -19.2% | -21.5% |
| 3Y | +135.5% | +162.3% | -26.8% | +71.5% |
| All | -31.2% | +274.7% | -305.9% | -55.6% |
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