+971.5%
ASX vs EQH
+234.7%
+736.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.6% |
| 7D | +5.2% | +0.7% | +4.5% | +4.8% |
| 30D | +0.5% | +2.8% | -2.4% | -0.9% |
| 3M | +8.3% | +23.1% | -14.8% | -1.5% |
| 6M | +82.0% | +41.4% | +40.6% | +55.0% |
| YTD | +147.6% | +14.3% | +133.4% | +129.5% |
| 1Y | +258.8% | +1.6% | +257.2% | +247.9% |
| 3Y | +452.1% | +102.7% | +349.3% | +287.3% |
| 5Y | +441.7% | +104.5% | +337.2% | +274.3% |
| All | +971.5% | +234.7% | +736.8% | +458.6% |
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 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