+149.7%
C vs EQH
+232.3%
-82.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.4% |
| 7D | +3.6% | +5.5% | -1.9% | -0.2% |
| 30D | +0.1% | +3.2% | -3.2% | -2.4% |
| 3M | +2.4% | +32.5% | -30.1% | -16.3% |
| 6M | +24.9% | +33.7% | -8.8% | +0.5% |
| YTD | +19.8% | +13.4% | +6.4% | +7.7% |
| 1Y | +44.9% | +0.6% | +44.3% | +40.7% |
| 3Y | +263.0% | +95.1% | +167.8% | +113.9% |
| 5Y | +129.5% | +92.7% | +36.9% | +30.8% |
| All | +149.7% | +232.3% | -82.6% | -6.3% |
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