+7.2%
GEHC vs EQH
+99.3%
-92.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.0% |
| 7D | -7.2% | +0.7% | -7.9% | -7.4% |
| 30D | -11.6% | +2.8% | -14.4% | -12.5% |
| 3M | -0.8% | +23.1% | -23.9% | -8.6% |
| 6M | -11.9% | +41.4% | -53.3% | -23.3% |
| YTD | -21.9% | +14.3% | -36.2% | -26.6% |
| 1Y | -17.8% | +1.6% | -19.4% | -19.5% |
| 3Y | -3.5% | +102.7% | -106.2% | -23.0% |
| All | +7.2% | +99.3% | -92.1% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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