+1,758.1%
AVGO vs EQH
+234.7%
+1,523.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.3% |
| 7D | +1.1% | +0.7% | +0.4% | +0.8% |
| 30D | -13.0% | +2.8% | -15.8% | -14.3% |
| 3M | -6.0% | +23.1% | -29.1% | -14.8% |
| 6M | +6.4% | +41.4% | -35.0% | -9.9% |
| YTD | +5.0% | +14.3% | -9.3% | -2.8% |
| 1Y | +1.4% | +1.6% | -0.2% | -1.5% |
| 3Y | +336.8% | +102.7% | +234.1% | +208.8% |
| 5Y | +698.2% | +104.5% | +593.7% | +451.7% |
| All | +1,758.1% | +234.7% | +1,523.4% | +879.4% |
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