+426.2%
BTSG vs EQH
+68.0%
+358.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.0% | -7.6% | -7.0% |
| 7D | -5.8% | -1.8% | -4.0% | -5.2% |
| 30D | 0.0% | +2.4% | -2.5% | -1.0% |
| 3M | -4.5% | +26.3% | -30.8% | -12.9% |
| 6M | +40.0% | +35.8% | +4.2% | +22.8% |
| YTD | +54.6% | +12.7% | +41.9% | +46.3% |
| 1Y | +106.1% | +2.5% | +103.7% | +102.4% |
| All | +426.2% | +68.0% | +358.1% | +375.3% |
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