+56.7%
BP vs EQH
+226.9%
-170.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +4.0% | +1.1% | +2.9% | +3.4% |
| 30D | +7.8% | -1.1% | +8.9% | +7.9% |
| 3M | +8.4% | +25.0% | -16.6% | -3.0% |
| 6M | +15.1% | +33.9% | -18.8% | -1.6% |
| YTD | +36.4% | +11.6% | +24.8% | +26.1% |
| 1Y | +40.9% | +1.5% | +39.4% | +35.2% |
| 3Y | +38.8% | +96.7% | -57.9% | -9.9% |
| 5Y | +141.1% | +93.9% | +47.2% | +51.0% |
| All | +56.7% | +226.9% | -170.2% | -31.0% |
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