-67.4%
BAX vs EQH
+102.2%
-169.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.0% |
| 7D | -7.9% | +0.7% | -8.6% | -8.1% |
| 30D | -11.7% | +2.8% | -14.5% | -12.5% |
| 3M | +16.2% | +23.1% | -6.9% | +8.7% |
| 6M | +32.0% | +41.4% | -9.4% | +18.0% |
| YTD | +24.7% | +14.3% | +10.5% | +18.6% |
| 1Y | -2.6% | +1.6% | -4.2% | -4.5% |
| 3Y | -35.0% | +102.7% | -137.7% | -48.5% |
| All | -67.4% | +102.2% | -169.7% | -74.5% |
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