+166.4%
TRV vs ALHC
-28.9%
+195.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.1% | -0.6% | +0.4% | -0.1% |
| 30D | -3.4% | -1.0% | -2.4% | -3.4% |
| 3M | +26.4% | -10.2% | +36.6% | +26.5% |
| 6M | +19.3% | -28.3% | +47.6% | +19.8% |
| YTD | +28.3% | -31.4% | +59.8% | +28.9% |
| 1Y | +34.3% | -16.9% | +51.2% | +34.4% |
| 3Y | +140.1% | +135.5% | +4.7% | +134.7% |
| 5Y | +155.7% | -33.6% | +189.4% | +148.0% |
| All | +166.4% | -28.9% | +195.3% | +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 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