+153.6%
ADP vs EQH
+234.7%
-81.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.5% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | +0.2% | +2.8% | -2.6% | -0.9% |
| 3M | +20.5% | +23.1% | -2.6% | +11.2% |
| 6M | +28.8% | +41.4% | -12.6% | +12.1% |
| YTD | +6.6% | +14.3% | -7.6% | +0.2% |
| 1Y | -6.9% | +1.6% | -8.5% | -9.0% |
| 3Y | +16.1% | +102.7% | -86.6% | -16.1% |
| 5Y | +49.3% | +104.5% | -55.2% | +4.2% |
| All | +153.6% | +234.7% | -81.1% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling