+220.0%
ALL vs EQH
+226.5%
-6.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.6% | -1.7% |
| 7D | -1.7% | +5.4% | -7.1% | -3.6% |
| 30D | -4.7% | +1.0% | -5.7% | -5.1% |
| 3M | +18.4% | +26.7% | -8.4% | +8.2% |
| 6M | +20.5% | +34.4% | -13.9% | +7.1% |
| YTD | +23.5% | +11.5% | +12.1% | +16.9% |
| 1Y | +29.0% | +0.4% | +28.6% | +26.5% |
| 3Y | +153.7% | +96.5% | +57.2% | +85.3% |
| 5Y | +114.8% | +93.4% | +21.4% | +53.3% |
| All | +220.0% | +226.5% | -6.5% | +73.7% |
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