+166.0%
TRV vs ALHC
-33.0%
+199.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | -1.5% | -5.8% | +4.3% | -1.3% |
| 30D | -1.8% | -3.3% | +1.5% | -1.7% |
| 3M | +21.6% | -37.9% | +59.5% | +22.7% |
| 6M | +22.5% | -29.5% | +52.0% | +23.1% |
| YTD | +28.1% | -35.4% | +63.5% | +28.9% |
| 1Y | +37.0% | -22.4% | +59.5% | +37.4% |
| 3Y | +141.9% | +146.3% | -4.4% | +136.4% |
| 5Y | +158.5% | -32.0% | +190.5% | +151.8% |
| All | +166.0% | -33.0% | +199.1% | +161.4% |
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