+151.7%
C vs EQH
+234.7%
-83.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.7% |
| 7D | +0.8% | +0.7% | +0.1% | +0.3% |
| 30D | +0.9% | +2.8% | -1.9% | -1.2% |
| 3M | +1.1% | +23.1% | -22.0% | -13.1% |
| 6M | +28.4% | +41.4% | -13.0% | -0.6% |
| YTD | +20.8% | +14.3% | +6.5% | +8.0% |
| 1Y | +43.4% | +1.6% | +41.9% | +38.3% |
| 3Y | +274.9% | +102.7% | +172.2% | +115.1% |
| 5Y | +136.7% | +104.5% | +32.1% | +29.0% |
| All | +151.7% | +234.7% | -83.0% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling