-12.1%
DOW vs EQH
+203.8%
-215.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.8% |
| 7D | -1.4% | +0.7% | -2.1% | -1.8% |
| 30D | -3.9% | +2.8% | -6.8% | -5.6% |
| 3M | -12.7% | +23.1% | -35.8% | -22.5% |
| 6M | -13.7% | +41.4% | -55.1% | -30.4% |
| YTD | +28.4% | +14.3% | +14.1% | +15.7% |
| 1Y | +21.8% | +1.6% | +20.2% | +16.7% |
| 3Y | -35.7% | +102.7% | -138.4% | -59.4% |
| 5Y | -36.8% | +104.5% | -141.4% | -62.1% |
| All | -12.1% | +203.8% | -215.9% | -56.0% |
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