+15.1%
COMP vs EQH
+0.8%
+14.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +0.8% | +1.1% | -0.3% | +0.1% |
| 30D | -13.9% | -1.1% | -12.8% | -13.2% |
| 3M | +30.7% | +25.0% | +5.7% | +11.1% |
| 6M | +18.7% | +33.9% | -15.2% | -4.3% |
| YTD | +1.0% | +11.6% | -10.5% | -10.5% |
| 1Y | +15.1% | +1.5% | +13.6% | +7.7% |
| All | +15.1% | +0.8% | +14.2% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling