-24.4%
TRMB vs ALHC
-59.6%
+35.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | +4.1% | -5.5% | +9.6% | +4.6% |
| 30D | -5.1% | -4.9% | -0.1% | -4.9% |
| 3M | -2.6% | -41.7% | +39.2% | +1.4% |
| 6M | -2.7% | -55.2% | +52.5% | +2.4% |
| YTD | -27.9% | -61.1% | +33.2% | -23.4% |
| 1Y | -29.0% | -53.3% | +24.3% | -26.2% |
| 3Y | +35.0% | +28.2% | +6.8% | +16.7% |
| 5Y | -33.9% | -65.8% | +31.9% | -36.5% |
| All | -24.4% | -59.6% | +35.2% | -32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling