-35.4%
BB vs EQH
+234.7%
-270.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | -0.4% | +0.7% | -1.1% | -0.8% |
| 30D | -12.5% | +2.8% | -15.4% | -13.9% |
| 3M | -17.4% | +23.1% | -40.5% | -26.6% |
| 6M | +119.1% | +41.4% | +77.7% | +79.5% |
| YTD | +102.4% | +14.3% | +88.1% | +84.7% |
| 1Y | +98.2% | +1.6% | +96.6% | +91.3% |
| 3Y | +46.9% | +102.7% | -55.8% | -2.6% |
| 5Y | -26.4% | +104.5% | -130.9% | -51.5% |
| All | -35.4% | +234.7% | -270.1% | -66.6% |
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