-22.2%
ALHC vs GWRE
+48.0%
-70.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.8% | +7.2% | +0.6% |
| 7D | -1.0% | -25.6% | +24.6% | +3.2% |
| 30D | -6.3% | -12.2% | +5.9% | -5.2% |
| 3M | -12.3% | +17.7% | -30.0% | -16.5% |
| 6M | -27.0% | -11.3% | -15.7% | -27.4% |
| YTD | -31.8% | -25.5% | -6.3% | -29.3% |
| 1Y | -17.0% | -42.8% | +25.8% | -7.1% |
| 3Y | +159.8% | +59.0% | +100.8% | +81.8% |
| 5Y | -25.1% | +21.6% | -46.7% | -37.8% |
| All | -22.2% | +48.0% | -70.3% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling