-21.3%
TRMB vs ALHC
-29.3%
+8.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -0.3% | -1.0% | +0.7% | -0.2% |
| 30D | -1.2% | -6.3% | +5.1% | -0.7% |
| 3M | +9.6% | -12.3% | +21.9% | +9.5% |
| 6M | -16.1% | -27.0% | +10.9% | -15.1% |
| YTD | -25.0% | -31.8% | +6.9% | -23.6% |
| 1Y | -27.7% | -17.0% | -10.7% | -28.2% |
| 3Y | +15.3% | +159.8% | -144.5% | -7.4% |
| 5Y | -37.4% | -25.1% | -12.3% | -44.2% |
| All | -21.3% | -29.3% | +8.0% | -33.1% |
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