+147.9%
BAC vs EQH
+234.7%
-86.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.7% |
| 7D | 0.0% | +0.7% | -0.7% | -0.4% |
| 30D | -2.8% | +2.8% | -5.6% | -4.7% |
| 3M | +14.2% | +23.1% | -8.9% | -0.4% |
| 6M | +30.5% | +41.4% | -10.9% | +3.2% |
| YTD | +15.8% | +14.3% | +1.6% | +4.1% |
| 1Y | +26.2% | +1.6% | +24.6% | +21.5% |
| 3Y | +136.5% | +102.7% | +33.8% | +40.4% |
| 5Y | +75.9% | +104.5% | -28.6% | +0.9% |
| All | +147.9% | +234.7% | -86.8% | -1.4% |
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