-44.8%
COMP vs EQH
+86.4%
-131.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.4% |
| 7D | +1.4% | +5.5% | -4.1% | -2.9% |
| 30D | -13.3% | +3.2% | -16.6% | -15.7% |
| 3M | +41.1% | +32.5% | +8.6% | +12.4% |
| 6M | +17.2% | +33.7% | -16.6% | -7.5% |
| YTD | +5.2% | +13.4% | -8.2% | -5.3% |
| 1Y | +18.9% | +0.6% | +18.4% | +16.8% |
| 3Y | +215.9% | +95.1% | +120.8% | +58.3% |
| 5Y | -31.2% | +92.7% | -123.9% | -65.1% |
| All | -44.8% | +86.4% | -131.2% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling