+217.1%
EQH vs ARWR
+847.8%
-630.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | +5.4% | +2.9% | +2.6% | +5.0% |
| 30D | +1.0% | -2.9% | +3.9% | +1.4% |
| 3M | +26.7% | +15.2% | +11.5% | +23.2% |
| 6M | +34.4% | +42.3% | -7.9% | +25.7% |
| YTD | +11.5% | +28.2% | -16.7% | +5.7% |
| 1Y | +0.4% | +213.2% | -212.8% | -18.8% |
| 3Y | +96.5% | +184.6% | -88.1% | +49.5% |
| 5Y | +93.4% | +29.2% | +64.1% | +58.9% |
| All | +217.1% | +847.8% | -630.7% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling