+106.4%
BAH vs EQH
+226.9%
-120.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.3% | +1.1% | -2.4% | -1.6% |
| 30D | -6.6% | -1.1% | -5.5% | -6.5% |
| 3M | -7.2% | +25.0% | -32.2% | -11.7% |
| 6M | -10.0% | +33.9% | -43.9% | -16.1% |
| YTD | -12.5% | +11.6% | -24.0% | -15.1% |
| 1Y | -27.9% | +1.5% | -29.4% | -28.8% |
| 3Y | -31.4% | +96.7% | -128.1% | -42.8% |
| 5Y | -3.2% | +93.9% | -97.1% | -20.8% |
| All | +106.4% | +226.9% | -120.5% | +36.0% |
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