+865.1%
ASX vs EQH
+252.0%
+613.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.4% |
| 7D | +12.4% | +6.5% | +5.9% | +9.5% |
| 30D | -19.8% | +6.1% | -25.9% | -21.4% |
| 3M | -10.3% | +6.2% | -16.6% | -12.4% |
| 6M | +1.2% | +38.1% | -36.8% | -12.1% |
| YTD | +123.0% | +20.2% | +102.9% | +103.2% |
| 1Y | +145.4% | +27.6% | +117.8% | +117.6% |
| 3Y | +368.6% | +128.8% | +239.8% | +214.2% |
| 5Y | +486.0% | +83.1% | +402.9% | +324.3% |
| All | +865.1% | +252.0% | +613.1% | +394.6% |
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