-16.8%
DASH vs EQH
+83.6%
-100.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -2.8% | +0.5% | -3.3% | -2.9% |
| 30D | -9.3% | +4.9% | -14.2% | -11.9% |
| 3M | -15.1% | +5.4% | -20.5% | -18.0% |
| 6M | +8.7% | +32.1% | -23.4% | -9.5% |
| YTD | -21.3% | +19.0% | -40.2% | -30.5% |
| 1Y | -12.7% | +27.8% | -40.5% | -26.9% |
| 3Y | +103.8% | +124.8% | -21.0% | +4.5% |
| 5Y | -16.8% | +82.7% | -99.5% | -52.3% |
| All | -16.8% | +83.6% | -100.4% | -52.3% |
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