-34.8%
BROS vs EQH
+2.5%
-37.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.2% |
| 7D | -6.7% | +5.5% | -12.2% | -8.8% |
| 30D | -29.1% | +3.2% | -32.3% | -30.2% |
| 3M | -16.7% | +32.5% | -49.2% | -27.7% |
| 6M | -11.6% | +33.7% | -45.4% | -24.3% |
| YTD | -23.9% | +13.4% | -37.4% | -29.5% |
| 1Y | -34.8% | +0.6% | -35.4% | -37.5% |
| All | -34.8% | +2.5% | -37.2% | -37.5% |
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