+235.9%
BHP vs EQH
+234.7%
+1.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.8% |
| 7D | -3.6% | +0.7% | -4.3% | -4.0% |
| 30D | -1.2% | +2.8% | -4.0% | -2.7% |
| 3M | +1.2% | +23.1% | -21.9% | -7.8% |
| 6M | +21.4% | +41.4% | -20.0% | +3.7% |
| YTD | +50.4% | +14.3% | +36.2% | +39.6% |
| 1Y | +67.5% | +1.6% | +65.9% | +62.6% |
| 3Y | +72.8% | +102.7% | -29.9% | +17.9% |
| 5Y | +112.6% | +104.5% | +8.1% | +39.2% |
| All | +235.9% | +234.7% | +1.3% | +61.2% |
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