+221.9%
COMP vs EQH
+100.4%
+121.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.1% |
| 7D | +4.1% | +5.4% | -1.4% | +0.3% |
| 30D | -14.5% | +1.0% | -15.6% | -15.2% |
| 3M | +41.8% | +26.7% | +15.1% | +20.6% |
| 6M | +23.6% | +34.4% | -10.8% | +0.8% |
| YTD | +1.7% | +11.5% | -9.8% | -6.2% |
| 1Y | +12.6% | +0.4% | +12.2% | +10.5% |
| 3Y | +221.9% | +96.5% | +125.3% | +39.3% |
| All | +221.9% | +100.4% | +121.5% | +39.3% |
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 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