-52.4%
ALHC vs GWRE
-24.5%
-27.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +5.9% | +4.2% | +10.6% |
| 7D | -0.5% | +2.2% | -2.7% | -0.4% |
| 30D | -4.2% | +4.5% | -8.8% | -3.8% |
| 3M | -39.8% | +6.4% | -46.2% | -39.1% |
| 6M | -57.7% | +18.8% | -76.6% | -56.6% |
| YTD | -58.8% | -15.1% | -43.7% | -59.0% |
| 1Y | -52.4% | -23.4% | -29.0% | -49.5% |
| All | -52.4% | -24.5% | -27.9% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling