-5.1%
DASH vs EQH
+93.8%
-98.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 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% | +9.5% |
| 6M | +11.7% | +33.9% | -22.2% | -8.2% |
| YTD | -12.9% | +11.6% | -24.5% | -20.0% |
| 1Y | -23.1% | +1.5% | -24.6% | -25.6% |
| 3Y | +140.0% | +96.7% | +43.3% | +36.7% |
| 5Y | -5.1% | +93.9% | -98.9% | -44.2% |
| All | -5.1% | +93.8% | -98.8% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling