-38.3%
TROW vs ALHC
-27.5%
-10.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.2% |
| 7D | -1.5% | -4.1% | +2.6% | -1.1% |
| 30D | -5.3% | -5.4% | +0.1% | -4.8% |
| 3M | +2.9% | -32.1% | +35.1% | +6.3% |
| 6M | +22.2% | -28.5% | +50.7% | +24.5% |
| YTD | +8.1% | -34.0% | +42.1% | +10.9% |
| 1Y | +5.8% | -20.9% | +26.7% | +6.5% |
| 3Y | +14.0% | +151.5% | -137.5% | -6.0% |
| 5Y | -38.3% | -28.8% | -9.4% | -44.1% |
| All | -38.3% | -27.5% | -10.8% | -44.1% |
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 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