-20.4%
TRMB vs ALHC
-28.9%
+8.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.5% | -0.6% | -1.9% | -2.5% |
| 30D | +1.5% | -1.0% | +2.5% | +1.5% |
| 3M | +6.8% | -10.2% | +16.9% | +6.4% |
| 6M | -14.9% | -28.3% | +13.3% | -13.7% |
| YTD | -24.1% | -31.4% | +7.3% | -22.8% |
| 1Y | -25.4% | -16.9% | -8.5% | -25.9% |
| 3Y | +8.0% | +135.5% | -127.5% | -11.7% |
| 5Y | -37.3% | -33.6% | -3.7% | -43.2% |
| All | -20.4% | -28.9% | +8.5% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling