-27.1%
TRU vs ALHC
-66.2%
+39.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | 0.0% | +0.3% | -0.2% | 0.0% |
| 30D | +21.3% | -10.6% | +31.9% | +22.3% |
| 3M | +0.2% | -45.3% | +45.6% | +5.3% |
| 6M | +22.4% | -59.7% | +82.1% | +31.0% |
| YTD | -4.8% | -62.7% | +57.9% | +2.2% |
| 1Y | -0.2% | -56.1% | +55.9% | +5.3% |
| 3Y | +57.9% | +21.3% | +36.7% | +40.1% |
| All | -27.1% | -66.2% | +39.1% | -23.5% |
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