-10.2%
DOW vs EQH
+199.6%
-209.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | -2.4% | -1.8% | -0.6% | -1.5% |
| 30D | -4.1% | +2.4% | -6.5% | -5.6% |
| 3M | -12.4% | +26.3% | -38.7% | -23.4% |
| 6M | -10.6% | +35.8% | -46.4% | -26.4% |
| YTD | +31.1% | +12.7% | +18.4% | +19.0% |
| 1Y | +30.5% | +2.5% | +28.1% | +24.6% |
| 3Y | -34.4% | +98.6% | -133.0% | -58.2% |
| 5Y | -35.5% | +101.7% | -137.2% | -61.0% |
| All | -10.2% | +199.6% | -209.8% | -54.7% |
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