-36.2%
TRU vs ALHC
-27.5%
-8.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.5% |
| 7D | -6.5% | -4.1% | -2.4% | -6.1% |
| 30D | -2.5% | -5.4% | +2.9% | -2.1% |
| 3M | +10.4% | -32.1% | +42.5% | +13.6% |
| 6M | +1.6% | -28.5% | +30.1% | +3.4% |
| YTD | -9.7% | -34.0% | +24.3% | -7.6% |
| 1Y | -17.3% | -20.9% | +3.7% | -16.9% |
| 3Y | -1.8% | +151.5% | -153.4% | -19.3% |
| 5Y | -36.2% | -28.8% | -7.4% | -43.6% |
| All | -36.2% | -27.5% | -8.7% | -43.6% |
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