-41.1%
BABA vs EQH
+230.1%
-271.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.1% |
| 7D | -2.9% | -1.8% | -1.2% | -2.4% |
| 30D | -15.1% | +2.4% | -17.5% | -15.9% |
| 3M | -5.0% | +26.3% | -31.3% | -12.1% |
| 6M | -19.9% | +35.8% | -55.8% | -27.9% |
| YTD | -25.3% | +12.7% | -37.9% | -28.8% |
| 1Y | -23.9% | +2.5% | -26.3% | -25.7% |
| 3Y | +28.1% | +98.6% | -70.5% | -1.7% |
| 5Y | -31.4% | +101.7% | -133.1% | -47.8% |
| All | -41.1% | +230.1% | -271.2% | -62.4% |
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