+4.1%
DASH vs EQH
+123.8%
-119.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -12.8% | +1.1% | -13.9% | -13.4% |
| 30D | -6.0% | -1.1% | -4.9% | -5.6% |
| 3M | +26.7% | +25.0% | +1.7% | +10.5% |
| 6M | +11.7% | +33.9% | -22.2% | -7.0% |
| YTD | -12.9% | +11.6% | -24.5% | -19.5% |
| 1Y | -23.1% | +1.5% | -24.6% | -25.4% |
| 3Y | +140.0% | +96.7% | +43.3% | +46.3% |
| 5Y | -5.1% | +93.9% | -98.9% | -41.5% |
| All | +4.1% | +123.8% | -119.7% | -36.1% |
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