+827.0%
ASML vs EQH
+226.9%
+600.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +2.8% | +1.1% | +1.7% | +2.1% |
| 30D | -0.2% | -1.1% | +0.9% | -0.1% |
| 3M | -2.6% | +25.0% | -27.6% | -13.0% |
| 6M | +27.9% | +33.9% | -6.0% | +9.9% |
| YTD | +62.4% | +11.6% | +50.9% | +51.5% |
| 1Y | +116.2% | +1.5% | +114.7% | +109.5% |
| 3Y | +182.4% | +96.7% | +85.7% | +93.6% |
| 5Y | +112.4% | +93.9% | +18.5% | +45.8% |
| All | +827.0% | +226.9% | +600.1% | +374.7% |
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 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