+409.7%
COMP vs EQH
+128.3%
+281.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.2% | -7.6% | -7.6% |
| 7D | +7.2% | +0.5% | +6.7% | +7.0% |
| 30D | +6.4% | +4.9% | +1.5% | +3.3% |
| 3M | -19.4% | +5.4% | -24.9% | -22.1% |
| 6M | +14.6% | +32.1% | -17.6% | -4.1% |
| YTD | -5.5% | +19.0% | -24.4% | -16.0% |
| 1Y | +13.7% | +27.8% | -14.2% | -3.3% |
| 3Y | +409.7% | +124.8% | +284.9% | +79.8% |
| All | +409.7% | +128.3% | +281.4% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling