+25.9%
DD vs EQH
+230.1%
-204.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -1.0% |
| 7D | -2.9% | -1.8% | -1.1% | -2.0% |
| 30D | -11.5% | +2.4% | -13.9% | -12.8% |
| 3M | -5.4% | +26.3% | -31.7% | -16.9% |
| 6M | -6.9% | +35.8% | -42.7% | -21.8% |
| YTD | +6.9% | +12.7% | -5.8% | -1.5% |
| 1Y | +35.6% | +2.5% | +33.2% | +30.6% |
| 3Y | +42.5% | +98.6% | -56.1% | -7.1% |
| 5Y | +58.5% | +101.7% | -43.2% | -0.2% |
| All | +25.9% | +230.1% | -204.1% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling