+712.1%
ASML vs EQH
+247.7%
+464.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.2% | +1.0% | +3.8% |
| 7D | -0.8% | +2.1% | -3.0% | -1.6% |
| 30D | -14.9% | +4.7% | -19.6% | -16.6% |
| 3M | -13.0% | +7.6% | -20.5% | -16.2% |
| 6M | -4.7% | +31.9% | -36.6% | -17.1% |
| YTD | +42.3% | +18.7% | +23.6% | +28.8% |
| 1Y | +49.7% | +25.7% | +24.0% | +31.6% |
| 3Y | +144.3% | +129.1% | +15.2% | +56.2% |
| 5Y | +86.4% | +82.3% | +4.0% | +31.0% |
| All | +712.1% | +247.7% | +464.4% | +303.7% |
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 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