-11.2%
TRU vs ALHC
-28.9%
+17.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -6.8% | -0.6% | -6.2% | -6.7% |
| 30D | 0.0% | -1.0% | +1.1% | 0.0% |
| 3M | +13.3% | -10.2% | +23.5% | +13.3% |
| 6M | +3.4% | -28.3% | +31.7% | +5.1% |
| YTD | -6.4% | -31.4% | +25.1% | -4.6% |
| 1Y | -9.7% | -16.9% | +7.2% | -9.6% |
| 3Y | +0.1% | +135.5% | -135.3% | -14.7% |
| 5Y | -34.0% | -33.6% | -0.4% | -40.8% |
| All | -11.2% | -28.9% | +17.8% | -19.1% |
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 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