+132.6%
AR vs EQH
+102.2%
+30.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.5% |
| 7D | -2.5% | +0.7% | -3.2% | -2.8% |
| 30D | +2.5% | +2.8% | -0.3% | +1.0% |
| 3M | +12.3% | +23.1% | -10.8% | +0.6% |
| 6M | -3.1% | +41.4% | -44.5% | -20.8% |
| YTD | +11.5% | +14.3% | -2.7% | +1.6% |
| 1Y | +17.0% | +1.6% | +15.4% | +13.5% |
| 3Y | +47.3% | +102.7% | -55.4% | -10.0% |
| All | +132.6% | +102.2% | +30.4% | +25.0% |
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