-99.8%
BIYA vs EQH
+4.6%
-104.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +2.7% | +1.1% | +1.6% | +2.4% |
| 30D | -16.7% | -1.1% | -15.6% | -16.4% |
| 3M | -74.6% | +25.0% | -99.7% | -76.9% |
| 6M | -85.4% | +33.9% | -119.3% | -87.0% |
| YTD | -94.2% | +11.6% | -105.8% | -94.3% |
| 1Y | -98.6% | +1.5% | -100.1% | -98.5% |
| All | -99.8% | +4.6% | -104.4% | -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 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