-61.3%
BAX vs EQH
+234.7%
-296.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.9% |
| 7D | -7.9% | +0.7% | -8.6% | -8.0% |
| 30D | -11.7% | +2.8% | -14.5% | -12.3% |
| 3M | +16.2% | +23.1% | -6.9% | +10.0% |
| 6M | +32.0% | +41.4% | -9.4% | +20.3% |
| YTD | +24.7% | +14.3% | +10.5% | +19.7% |
| 1Y | -2.6% | +1.6% | -4.2% | -4.1% |
| 3Y | -35.0% | +102.7% | -137.7% | -46.3% |
| 5Y | -67.6% | +104.5% | -172.1% | -73.7% |
| All | -61.3% | +234.7% | -296.0% | -73.4% |
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