+40.6%
BP vs EQH
+3.9%
+36.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | +0.2% |
| 7D | +5.2% | +0.7% | +4.5% | +5.3% |
| 30D | +8.7% | +2.8% | +5.9% | +9.2% |
| 3M | +9.3% | +23.1% | -13.7% | +11.3% |
| 6M | +13.6% | +41.4% | -27.8% | +17.0% |
| YTD | +37.7% | +14.3% | +23.4% | +42.0% |
| 1Y | +40.6% | +1.6% | +39.0% | +44.4% |
| All | +40.6% | +3.9% | +36.8% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling