-36.5%
BB vs EQH
+230.1%
-266.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.2% |
| 7D | -2.1% | -1.8% | -0.3% | -1.2% |
| 30D | -16.0% | +2.4% | -18.5% | -17.2% |
| 3M | -14.5% | +26.3% | -40.8% | -24.9% |
| 6M | +118.6% | +35.8% | +82.7% | +82.8% |
| YTD | +98.9% | +12.7% | +86.3% | +82.9% |
| 1Y | +99.5% | +2.5% | +97.0% | +91.6% |
| 3Y | +65.4% | +98.6% | -33.3% | +10.7% |
| 5Y | -27.6% | +101.7% | -129.3% | -52.0% |
| All | -36.5% | +230.1% | -266.6% | -66.9% |
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