+409.5%
TRGP vs ALHC
-64.2%
+473.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.3% | -2.5% |
| 7D | -16.0% | +1.0% | -17.0% | -16.0% |
| 30D | -6.4% | -14.2% | +7.7% | -6.0% |
| 3M | -1.0% | -45.1% | +44.2% | +1.2% |
| 6M | +7.0% | -59.5% | +66.5% | +10.3% |
| YTD | +46.1% | -62.8% | +108.9% | +50.8% |
| 1Y | +58.7% | -55.5% | +114.2% | +62.1% |
| 3Y | +221.9% | +25.7% | +196.2% | +199.7% |
| All | +409.5% | -64.2% | +473.7% | +396.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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