+699.1%
ARES vs EQH
+230.1%
+469.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.4% |
| 7D | -7.7% | -1.8% | -5.9% | -6.8% |
| 30D | -8.7% | +2.4% | -11.2% | -10.2% |
| 3M | +2.8% | +26.3% | -23.5% | -10.9% |
| 6M | +23.1% | +35.8% | -12.8% | +1.8% |
| YTD | -17.3% | +12.7% | -29.9% | -23.3% |
| 1Y | -24.3% | +2.5% | -26.7% | -26.1% |
| 3Y | +34.9% | +98.6% | -63.7% | -8.9% |
| 5Y | +93.5% | +101.7% | -8.2% | +29.1% |
| All | +699.1% | +230.1% | +469.1% | +265.5% |
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