-99.8%
BIYA vs EQH
+7.1%
-106.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.7% |
| 7D | -1.8% | +0.7% | -2.5% | -2.1% |
| 30D | -17.5% | +2.8% | -20.3% | -18.4% |
| 3M | -78.0% | +23.1% | -101.1% | -79.7% |
| 6M | -89.5% | +41.4% | -130.9% | -90.8% |
| YTD | -94.3% | +14.3% | -108.5% | -94.5% |
| 1Y | -98.6% | +1.6% | -100.2% | -98.5% |
| All | -99.8% | +7.1% | -106.9% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling