+87.6%
EQH vs ALHC
-29.3%
+116.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | +5.4% | -1.0% | +6.4% | +5.5% |
| 30D | +1.0% | -6.3% | +7.3% | +1.5% |
| 3M | +26.7% | -12.3% | +39.1% | +27.3% |
| 6M | +34.4% | -27.0% | +61.4% | +36.4% |
| YTD | +11.5% | -31.8% | +43.3% | +13.7% |
| 1Y | +0.4% | -17.0% | +17.4% | +0.6% |
| 3Y | +96.5% | +159.8% | -63.3% | +70.1% |
| 5Y | +93.4% | -25.1% | +118.5% | +77.0% |
| All | +87.6% | -29.3% | +116.9% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling