-5.9%
DASH vs EQH
+140.0%
-145.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -10.2% | -0.5% | -9.8% | -9.9% |
| 30D | -8.2% | +4.4% | -12.6% | -10.4% |
| 3M | -15.9% | +8.8% | -24.7% | -20.0% |
| 6M | +13.3% | +38.1% | -24.8% | -6.9% |
| YTD | -21.3% | +19.7% | -40.9% | -30.1% |
| 1Y | -11.1% | +27.8% | -38.9% | -24.5% |
| 3Y | +103.8% | +126.1% | -22.3% | +14.0% |
| 5Y | -21.6% | +83.3% | -104.9% | -51.9% |
| All | -5.9% | +140.0% | -145.9% | -44.5% |
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