+191.9%
TRV vs ALHC
-61.4%
+253.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +2.0% | +0.3% | +1.8% | +2.0% |
| 30D | +6.7% | -10.6% | +17.3% | +7.0% |
| 3M | +9.4% | -45.3% | +54.7% | +10.7% |
| 6M | +37.7% | -59.7% | +97.4% | +40.0% |
| YTD | +40.6% | -62.7% | +103.3% | +43.0% |
| 1Y | +42.4% | -56.1% | +98.5% | +44.4% |
| 3Y | +148.1% | +21.3% | +126.9% | +145.9% |
| 5Y | +181.7% | -66.0% | +247.7% | +176.6% |
| All | +191.9% | -61.4% | +253.2% | +189.9% |
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