+220.4%
ALL vs EQH
+234.7%
-14.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -2.3% | +0.7% | -3.0% | -2.5% |
| 30D | -0.4% | +2.8% | -3.3% | -1.5% |
| 3M | +16.0% | +23.1% | -7.1% | +7.3% |
| 6M | +24.6% | +41.4% | -16.8% | +8.7% |
| YTD | +23.7% | +14.3% | +9.4% | +16.0% |
| 1Y | +27.7% | +1.6% | +26.1% | +24.8% |
| 3Y | +150.2% | +102.7% | +47.5% | +80.7% |
| 5Y | +117.1% | +104.5% | +12.5% | +51.6% |
| All | +220.4% | +234.7% | -14.3% | +72.3% |
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