-48.2%
BA vs EQH
+252.0%
-300.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.6% |
| 7D | -1.1% | +6.5% | -7.6% | -5.2% |
| 30D | -7.1% | +6.1% | -13.2% | -11.2% |
| 3M | -25.5% | +6.2% | -31.8% | -29.0% |
| 6M | -28.7% | +38.1% | -66.8% | -43.3% |
| YTD | -21.0% | +20.2% | -41.2% | -32.3% |
| 1Y | -11.9% | +27.6% | -39.5% | -27.9% |
| 3Y | -16.2% | +128.8% | -145.0% | -57.8% |
| 5Y | -22.4% | +83.1% | -105.5% | -55.8% |
| All | -48.2% | +252.0% | -300.2% | -83.8% |
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