+101.9%
EQH vs RGEN
-44.2%
+146.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +0.7% | -1.4% | +2.2% | +1.0% |
| 30D | +2.8% | -0.3% | +3.1% | +2.7% |
| 3M | +23.1% | +23.9% | -0.8% | +16.8% |
| 6M | +41.4% | +38.5% | +2.9% | +30.2% |
| YTD | +14.3% | +0.8% | +13.5% | +12.5% |
| 1Y | +1.6% | +38.2% | -36.6% | -7.1% |
| 3Y | +102.7% | +1.3% | +101.4% | +89.7% |
| All | +101.9% | -44.2% | +146.1% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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