+45.7%
CNH vs EQH
+234.7%
-189.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.2% |
| 7D | -5.7% | +0.7% | -6.4% | -6.0% |
| 30D | +26.6% | +2.8% | +23.7% | +24.4% |
| 3M | +31.1% | +23.1% | +8.0% | +16.1% |
| 6M | +24.9% | +41.4% | -16.5% | +1.3% |
| YTD | +48.7% | +14.3% | +34.5% | +34.8% |
| 1Y | +22.2% | +1.6% | +20.6% | +17.7% |
| 3Y | +7.4% | +102.7% | -95.3% | -32.5% |
| 5Y | +10.8% | +104.5% | -93.7% | -32.3% |
| All | +45.7% | +234.7% | -189.0% | -34.0% |
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