+440.7%
BX vs EQH
+230.1%
+210.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.4% |
| 7D | -8.9% | -1.8% | -7.2% | -8.0% |
| 30D | -14.8% | +2.4% | -17.2% | -16.2% |
| 3M | +6.9% | +26.3% | -19.4% | -7.6% |
| 6M | +16.3% | +35.8% | -19.5% | -4.4% |
| YTD | -16.1% | +12.7% | -28.8% | -22.7% |
| 1Y | -26.8% | +2.5% | -29.2% | -29.0% |
| 3Y | +22.4% | +98.6% | -76.2% | -19.5% |
| 5Y | +16.0% | +101.7% | -85.7% | -23.8% |
| All | +440.7% | +230.1% | +210.6% | +162.5% |
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 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