-38.6%
BABA vs EQH
+232.3%
-270.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | -4.8% | +5.5% | -10.3% | -6.4% |
| 30D | -11.9% | +3.2% | -15.1% | -12.9% |
| 3M | -9.3% | +32.5% | -41.8% | -17.3% |
| 6M | -14.2% | +33.7% | -48.0% | -22.4% |
| YTD | -22.0% | +13.4% | -35.5% | -25.9% |
| 1Y | -12.7% | +0.6% | -13.3% | -14.3% |
| 3Y | +26.7% | +95.1% | -68.5% | -2.2% |
| 5Y | -29.3% | +92.7% | -122.0% | -45.7% |
| All | -38.6% | +232.3% | -270.9% | -60.9% |
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