+62.1%
BBY vs EQH
+234.7%
-172.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.4% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | +9.4% | +2.8% | +6.6% | +7.9% |
| 3M | +19.3% | +23.1% | -3.8% | +7.2% |
| 6M | +47.9% | +41.4% | +6.5% | +22.8% |
| YTD | +39.6% | +14.3% | +25.3% | +28.2% |
| 1Y | +22.2% | +1.6% | +20.6% | +18.4% |
| 3Y | +45.0% | +102.7% | -57.7% | -2.4% |
| 5Y | +2.6% | +104.5% | -102.0% | -32.9% |
| All | +62.1% | +234.7% | -172.6% | -23.8% |
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