+188.2%
ASML vs EQH
+100.4%
+87.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.7% | +3.6% |
| 7D | +6.0% | +5.4% | +0.6% | +3.6% |
| 30D | +1.4% | +1.0% | +0.4% | +0.7% |
| 3M | +1.0% | +26.7% | -25.7% | -9.0% |
| 6M | +37.0% | +34.4% | +2.6% | +19.8% |
| YTD | +65.8% | +11.5% | +54.3% | +56.2% |
| 1Y | +123.1% | +0.4% | +122.7% | +119.2% |
| 3Y | +188.2% | +96.5% | +91.6% | +109.6% |
| All | +188.2% | +100.4% | +87.8% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling