+41.4%
EQH vs BG
+3.4%
+37.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.2% |
| 7D | +0.7% | +3.1% | -2.4% | +1.0% |
| 30D | +2.8% | +10.2% | -7.4% | +3.7% |
| 3M | +23.1% | -1.7% | +24.8% | +20.5% |
| 6M | +41.4% | +1.0% | +40.4% | +40.4% |
| All | +41.4% | +3.4% | +37.9% | +40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling