+819.1%
ASML vs EQH
+232.3%
+586.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.7% |
| 7D | +1.1% | +5.5% | -4.4% | -1.5% |
| 30D | +2.2% | +3.2% | -1.1% | +0.3% |
| 3M | -2.3% | +32.5% | -34.8% | -15.0% |
| 6M | +23.0% | +33.7% | -10.8% | +5.8% |
| YTD | +61.1% | +13.4% | +47.6% | +49.1% |
| 1Y | +129.1% | +0.6% | +128.5% | +123.0% |
| 3Y | +165.4% | +95.1% | +70.2% | +82.7% |
| 5Y | +109.5% | +92.7% | +16.8% | +44.1% |
| All | +819.1% | +232.3% | +586.8% | +367.2% |
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