-37.1%
CAPR vs EQH
+234.7%
-271.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | 0.0% |
| 7D | -11.0% | +0.7% | -11.7% | -11.4% |
| 30D | +99.8% | +2.8% | +96.9% | +95.5% |
| 3M | -66.6% | +23.1% | -89.7% | -71.7% |
| 6M | -75.1% | +41.4% | -116.5% | -81.0% |
| YTD | -71.0% | +14.3% | -85.3% | -75.0% |
| 1Y | +30.0% | +1.6% | +28.4% | +19.6% |
| 3Y | +29.0% | +102.7% | -73.7% | -27.7% |
| 5Y | +70.8% | +104.5% | -33.7% | -9.9% |
| All | -37.1% | +234.7% | -271.8% | -83.9% |
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