+114.0%
BKNG vs EQH
+230.1%
-116.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -10.7% | -1.8% | -8.9% | -9.9% |
| 30D | -18.1% | +2.4% | -20.5% | -19.2% |
| 3M | +8.5% | +26.3% | -17.8% | -3.3% |
| 6M | -0.1% | +35.8% | -35.9% | -14.6% |
| YTD | -18.2% | +12.7% | -30.9% | -23.7% |
| 1Y | -19.9% | +2.5% | -22.3% | -22.1% |
| 3Y | +41.6% | +98.6% | -57.0% | -4.3% |
| 5Y | +93.1% | +101.7% | -8.6% | +26.4% |
| All | +114.0% | +230.1% | -116.1% | +3.9% |
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