+118.4%
CHD vs EQH
+230.1%
-111.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -4.7% | -1.8% | -3.0% | -4.6% |
| 30D | -8.3% | +2.4% | -10.8% | -8.5% |
| 3M | -4.0% | +26.3% | -30.3% | -5.5% |
| 6M | -6.5% | +35.8% | -42.3% | -8.4% |
| YTD | +13.1% | +12.7% | +0.4% | +12.0% |
| 1Y | +2.3% | +2.5% | -0.1% | +1.9% |
| 3Y | +1.8% | +98.6% | -96.8% | -3.7% |
| 5Y | +20.6% | +101.7% | -81.1% | +13.2% |
| All | +118.4% | +230.1% | -111.6% | +90.3% |
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