-36.3%
TRMB vs ALHC
-66.2%
+30.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | -0.2% |
| 7D | +2.8% | +0.3% | +2.6% | +2.8% |
| 30D | -5.9% | -10.6% | +4.7% | -5.2% |
| 3M | -3.3% | -45.3% | +42.0% | +1.3% |
| 6M | +1.3% | -59.7% | +61.1% | +7.9% |
| YTD | -29.0% | -62.7% | +33.7% | -24.2% |
| 1Y | -27.8% | -56.1% | +28.4% | -24.5% |
| 3Y | +36.3% | +21.3% | +15.1% | +17.0% |
| All | -36.3% | -66.2% | +30.0% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling