+110.2%
EQH vs BOXX
+18.5%
+91.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.5% |
| 7D | +0.7% | +0.1% | +0.7% | +0.8% |
| 30D | +2.8% | +0.3% | +2.5% | +3.1% |
| 3M | +23.1% | +1.0% | +22.0% | +24.1% |
| 6M | +41.4% | +1.9% | +39.5% | +43.4% |
| YTD | +14.3% | +2.7% | +11.6% | +16.6% |
| 1Y | +1.6% | +4.0% | -2.4% | +5.3% |
| 3Y | +102.7% | +14.7% | +88.1% | +224.0% |
| All | +110.2% | +18.5% | +91.8% | +576.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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