+138.4%
ALHC vs GWRE
+50.1%
+88.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -6.9% | -13.2% | +6.4% | -6.9% |
| 30D | -6.7% | -18.6% | +11.9% | -6.8% |
| 3M | -37.7% | +18.9% | -56.6% | -37.9% |
| 6M | -30.0% | -11.0% | -19.0% | -29.9% |
| YTD | -36.2% | -29.9% | -6.3% | -34.7% |
| 1Y | -22.9% | -44.3% | +21.5% | -19.1% |
| 3Y | +138.4% | +51.7% | +86.7% | +78.6% |
| All | +138.4% | +50.1% | +88.3% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling