+45.0%
BBY vs EQH
+100.2%
-55.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.5% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | +9.4% | +2.8% | +6.6% | +8.1% |
| 3M | +19.3% | +23.1% | -3.8% | +8.6% |
| 6M | +47.9% | +41.4% | +6.5% | +25.3% |
| YTD | +39.6% | +14.3% | +25.3% | +30.6% |
| 1Y | +22.2% | +1.6% | +20.6% | +20.7% |
| 3Y | +45.0% | +102.7% | -57.7% | +6.1% |
| All | +45.0% | +100.2% | -55.3% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling