-14.4%
TRU vs ALHC
-33.0%
+18.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | 0.0% |
| 7D | -9.4% | -5.8% | -3.6% | -8.9% |
| 30D | -4.1% | -3.3% | -0.8% | -3.9% |
| 3M | +13.6% | -37.9% | +51.5% | +17.7% |
| 6M | +3.6% | -29.5% | +33.1% | +5.4% |
| YTD | -9.8% | -35.4% | +25.6% | -7.7% |
| 1Y | -13.6% | -22.4% | +8.8% | -13.1% |
| 3Y | -2.0% | +146.3% | -148.3% | -17.2% |
| 5Y | -35.8% | -32.0% | -3.8% | -42.2% |
| All | -14.4% | -33.0% | +18.6% | -21.6% |
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 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