+46.2%
D vs EQH
+234.7%
-188.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.3% |
| 7D | -2.2% | +0.7% | -3.0% | -2.4% |
| 30D | -4.5% | +2.8% | -7.3% | -5.0% |
| 3M | -2.5% | +23.1% | -25.6% | -6.7% |
| 6M | +5.5% | +41.4% | -35.8% | -2.1% |
| YTD | +13.3% | +14.3% | -1.0% | +9.4% |
| 1Y | +11.8% | +1.6% | +10.2% | +10.4% |
| 3Y | +56.7% | +102.7% | -46.0% | +30.1% |
| 5Y | +4.3% | +104.5% | -100.3% | -15.7% |
| All | +46.2% | +234.7% | -188.5% | -6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling