+144.3%
ASML vs EQH
+125.6%
+18.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.2% | +1.0% | +4.2% |
| 7D | -0.8% | +2.1% | -3.0% | -1.5% |
| 30D | -14.9% | +4.7% | -19.6% | -16.3% |
| 3M | -13.0% | +7.6% | -20.5% | -15.7% |
| 6M | -4.7% | +31.9% | -36.6% | -15.6% |
| YTD | +42.3% | +18.7% | +23.6% | +30.8% |
| 1Y | +49.7% | +25.7% | +24.0% | +33.9% |
| 3Y | +144.3% | +129.1% | +15.2% | +70.6% |
| All | +144.3% | +125.6% | +18.7% | +70.6% |
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