+101.7%
EQH vs ARWR
+26.4%
+75.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.8% | -4.3% | +2.6% | -1.1% |
| 30D | +2.4% | -7.3% | +9.7% | +3.6% |
| 3M | +26.3% | +17.0% | +9.3% | +22.6% |
| 6M | +35.8% | +39.8% | -4.0% | +27.5% |
| YTD | +12.7% | +24.7% | -12.0% | +7.3% |
| 1Y | +2.5% | +186.5% | -184.0% | -15.8% |
| 3Y | +98.6% | +176.8% | -78.2% | +50.0% |
| 5Y | +101.7% | +29.3% | +72.4% | +61.0% |
| All | +101.7% | +26.4% | +75.4% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 5y: compounded portfolio wealth divided by compounded ARWR 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…
5y analysis · Full analysis span regression · 6 months rolling