+101.9%
EQH vs BNS
+94.7%
+7.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.8% |
| 7D | +0.7% | -0.4% | +1.1% | +1.1% |
| 30D | +2.8% | +3.5% | -0.6% | -0.4% |
| 3M | +23.1% | +14.1% | +9.0% | +9.2% |
| 6M | +41.4% | +33.8% | +7.6% | +8.8% |
| YTD | +14.3% | +29.5% | -15.2% | -9.6% |
| 1Y | +1.6% | +48.4% | -46.8% | -29.1% |
| 3Y | +102.7% | +129.6% | -26.9% | -7.5% |
| All | +101.9% | +94.7% | +7.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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