+92.3%
EQH vs ALHC
-33.8%
+126.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +0.7% | -6.9% | +7.6% | +1.3% |
| 30D | +2.8% | -6.7% | +9.6% | +3.4% |
| 3M | +23.1% | -37.7% | +60.8% | +27.6% |
| 6M | +41.4% | -30.0% | +71.4% | +44.0% |
| YTD | +14.3% | -36.2% | +50.4% | +17.2% |
| 1Y | +1.6% | -22.9% | +24.5% | +2.4% |
| 3Y | +102.7% | +138.4% | -35.7% | +76.8% |
| 5Y | +104.5% | -32.8% | +137.3% | +88.8% |
| All | +92.3% | -33.8% | +126.1% | +73.4% |
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 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