+1,003.0%
BE vs EQH
+207.3%
+795.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.4% | +5.3% | +5.7% |
| 7D | +9.0% | +0.7% | +8.3% | +8.4% |
| 30D | +16.3% | +2.8% | +13.4% | +13.6% |
| 3M | +10.8% | +23.1% | -12.3% | -5.5% |
| 6M | +73.2% | +41.4% | +31.8% | +32.0% |
| YTD | +217.4% | +14.3% | +203.1% | +179.8% |
| 1Y | +309.8% | +1.6% | +308.2% | +288.8% |
| 3Y | +1,726.2% | +102.7% | +1,623.4% | +894.7% |
| 5Y | +1,306.2% | +104.5% | +1,201.6% | +658.3% |
| All | +1,003.0% | +207.3% | +795.7% | +199.5% |
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 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