-26.8%
TRMB vs ALHC
-61.8%
+35.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.1% |
| 7D | -17.0% | +3.9% | -20.8% | -17.5% |
| 30D | -9.0% | -3.6% | -5.4% | -9.0% |
| 3M | -8.1% | -49.4% | +41.3% | -3.1% |
| 6M | -10.1% | -59.5% | +49.4% | -4.4% |
| YTD | -30.2% | -63.2% | +33.0% | -25.5% |
| 1Y | -30.7% | -55.5% | +24.8% | -27.7% |
| 3Y | +32.6% | +23.0% | +9.6% | +14.9% |
| 5Y | -38.1% | -65.7% | +27.6% | -40.6% |
| All | -26.8% | -61.8% | +35.0% | -34.7% |
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