-99.9%
DFNS vs EQH
+211.8%
-311.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.3% |
| 7D | -6.3% | +0.7% | -7.1% | -6.2% |
| 30D | -74.0% | +2.8% | -76.8% | -73.8% |
| 3M | -70.1% | +23.1% | -93.2% | -69.3% |
| 6M | -93.9% | +41.4% | -135.3% | -93.5% |
| YTD | -98.1% | +14.3% | -112.4% | -98.1% |
| 1Y | -98.3% | +1.6% | -99.9% | -98.4% |
| 3Y | -99.9% | +102.7% | -202.6% | -99.9% |
| 5Y | -99.9% | +104.5% | -204.4% | -99.9% |
| All | -99.9% | +211.8% | -311.6% | -99.9% |
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