+393.9%
GH vs EQH
+201.0%
+192.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.8% |
| 7D | -1.2% | -1.8% | +0.5% | -0.5% |
| 30D | -3.7% | +2.4% | -6.1% | -5.1% |
| 3M | +21.7% | +26.3% | -4.6% | +8.0% |
| 6M | +75.7% | +35.8% | +39.9% | +49.7% |
| YTD | +55.7% | +12.7% | +43.0% | +44.8% |
| 1Y | +181.1% | +2.5% | +178.7% | +172.1% |
| 3Y | +371.6% | +98.6% | +273.0% | +237.4% |
| 5Y | +23.2% | +101.7% | -78.5% | -11.7% |
| All | +393.9% | +201.0% | +192.9% | +183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling