-31.3%
TRMB vs ALHC
-53.4%
+22.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.2% |
| 7D | +4.1% | -5.5% | +9.6% | +3.9% |
| 30D | -5.1% | -4.9% | -0.1% | -4.8% |
| 3M | -2.6% | -41.7% | +39.2% | -2.7% |
| 6M | -2.7% | -55.2% | +52.5% | -2.6% |
| YTD | -27.9% | -61.1% | +33.2% | -29.0% |
| All | -31.3% | -53.4% | +22.1% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling