+25.6%
DD vs EQH
+234.7%
-209.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.0% |
| 7D | -3.5% | +0.7% | -4.2% | -3.9% |
| 30D | -11.7% | +2.8% | -14.5% | -13.1% |
| 3M | -9.2% | +23.1% | -32.3% | -19.2% |
| 6M | -7.2% | +41.4% | -48.6% | -23.7% |
| YTD | +6.6% | +14.3% | -7.7% | -2.5% |
| 1Y | +32.0% | +1.6% | +30.4% | +27.7% |
| 3Y | +42.1% | +102.7% | -60.6% | -8.4% |
| 5Y | +58.1% | +104.5% | -46.5% | -1.2% |
| All | +25.6% | +234.7% | -209.1% | -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 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