+102.7%
EQH vs BG
+18.0%
+84.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.7% |
| 7D | +0.7% | +3.1% | -2.4% | +0.2% |
| 30D | +2.8% | +10.2% | -7.4% | +1.2% |
| 3M | +23.1% | -1.7% | +24.8% | +23.1% |
| 6M | +41.4% | +1.0% | +40.4% | +40.2% |
| YTD | +14.3% | +39.9% | -25.7% | +5.2% |
| 1Y | +1.6% | +53.2% | -51.6% | -9.1% |
| 3Y | +102.7% | +16.3% | +86.4% | +95.8% |
| All | +102.7% | +18.0% | +84.7% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling