+58.4%
D vs EQH
+97.5%
-39.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -1.6% | -1.8% | +0.1% | -1.4% |
| 30D | -3.5% | +2.4% | -5.9% | -3.8% |
| 3M | -1.6% | +26.3% | -27.9% | -4.5% |
| 6M | +5.8% | +35.8% | -30.0% | +1.5% |
| YTD | +14.5% | +12.7% | +1.8% | +12.6% |
| 1Y | +14.2% | +2.5% | +11.7% | +13.8% |
| All | +58.4% | +97.5% | -39.1% | +25.9% |
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 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