+189.1%
TRV vs ALHC
-59.6%
+248.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -2.4% | -5.5% | +3.1% | -2.3% |
| 30D | +7.5% | -4.9% | +12.4% | +7.6% |
| 3M | +6.7% | -41.7% | +48.5% | +7.8% |
| 6M | +35.5% | -55.2% | +90.6% | +37.4% |
| YTD | +39.3% | -61.1% | +100.3% | +41.5% |
| 1Y | +41.8% | -53.3% | +95.1% | +43.6% |
| 3Y | +147.3% | +28.2% | +119.1% | +144.7% |
| 5Y | +178.3% | -65.8% | +244.1% | +172.9% |
| All | +189.1% | -59.6% | +248.8% | +186.9% |
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