-48.8%
BABA vs EQH
+252.0%
-300.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -13.8% | +6.5% | -20.3% | -15.5% |
| 30D | -15.1% | +6.1% | -21.2% | -16.8% |
| 3M | -22.7% | +6.2% | -29.0% | -24.5% |
| 6M | -34.7% | +38.1% | -72.7% | -41.4% |
| YTD | -35.0% | +20.2% | -55.2% | -39.5% |
| 1Y | -40.4% | +27.6% | -68.0% | -45.7% |
| 3Y | +21.9% | +128.8% | -106.9% | -10.6% |
| 5Y | -39.9% | +83.1% | -123.0% | -53.5% |
| All | -48.8% | +252.0% | -300.8% | -68.0% |
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