+101.7%
EQH vs ALHC
-31.9%
+133.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.2% |
| 7D | -1.8% | -5.8% | +4.0% | -1.2% |
| 30D | +2.4% | -3.3% | +5.8% | +2.7% |
| 3M | +26.3% | -37.9% | +64.2% | +31.1% |
| 6M | +35.8% | -29.5% | +65.3% | +38.3% |
| YTD | +12.7% | -35.4% | +48.1% | +15.5% |
| 1Y | +2.5% | -22.4% | +24.9% | +3.2% |
| 3Y | +98.6% | +146.3% | -47.7% | +71.7% |
| 5Y | +101.7% | -32.0% | +133.7% | +83.8% |
| All | +101.7% | -31.9% | +133.6% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling