+416.1%
COST vs EQH
+234.7%
+181.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | -1.2% | +0.7% | -1.9% | -1.3% |
| 30D | -4.7% | +2.8% | -7.6% | -5.2% |
| 3M | -7.1% | +23.1% | -30.2% | -10.4% |
| 6M | -8.5% | +41.4% | -49.9% | -14.1% |
| YTD | +5.4% | +14.3% | -8.9% | +2.4% |
| 1Y | -5.6% | +1.6% | -7.2% | -6.6% |
| 3Y | +68.5% | +102.7% | -34.2% | +45.4% |
| 5Y | +105.2% | +104.5% | +0.7% | +75.1% |
| All | +416.1% | +234.7% | +181.4% | +289.6% |
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