+72.7%
BAC vs EQH
+99.4%
-26.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | -0.3% | -1.8% | +1.5% | +0.7% |
| 30D | -1.8% | +2.4% | -4.2% | -3.3% |
| 3M | +15.3% | +26.3% | -11.0% | +0.2% |
| 6M | +30.2% | +35.8% | -5.7% | +7.5% |
| YTD | +15.6% | +12.7% | +2.9% | +6.0% |
| 1Y | +27.5% | +2.5% | +25.0% | +23.2% |
| 3Y | +137.0% | +98.6% | +38.4% | +46.3% |
| All | +72.7% | +99.4% | -26.7% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling