-47.0%
COMP vs EQH
+83.3%
-130.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +0.8% | +1.1% | -0.3% | 0.0% |
| 30D | -13.9% | -1.1% | -12.8% | -13.2% |
| 3M | +30.7% | +25.0% | +5.7% | +9.2% |
| 6M | +18.7% | +33.9% | -15.2% | -6.4% |
| YTD | +1.0% | +11.6% | -10.5% | -7.8% |
| 1Y | +15.1% | +1.5% | +13.6% | +12.2% |
| 3Y | +219.8% | +96.7% | +123.1% | +58.9% |
| 5Y | -28.7% | +93.9% | -122.5% | -63.5% |
| All | -47.0% | +83.3% | -130.3% | -72.1% |
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