+898.5%
TRGP vs ALHC
-28.9%
+927.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.8% | -0.6% | +1.4% | +0.8% |
| 30D | +11.5% | -1.0% | +12.5% | +11.5% |
| 3M | +9.0% | -10.2% | +19.1% | +8.9% |
| 6M | +20.5% | -28.3% | +48.8% | +21.4% |
| YTD | +59.5% | -31.4% | +91.0% | +60.8% |
| 1Y | +77.9% | -16.9% | +94.8% | +77.5% |
| 3Y | +253.6% | +135.5% | +118.1% | +224.9% |
| 5Y | +615.5% | -33.6% | +649.1% | +578.2% |
| All | +898.5% | -28.9% | +927.4% | +842.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling