+225.0%
EQH vs BR
+69.6%
+155.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +0.7% | -3.0% | +3.7% | +2.8% |
| 30D | +2.8% | -0.3% | +3.1% | +2.7% |
| 3M | +23.1% | +17.3% | +5.8% | +8.7% |
| 6M | +41.4% | -6.7% | +48.1% | +45.5% |
| YTD | +14.3% | -23.4% | +37.7% | +34.7% |
| 1Y | +1.6% | -32.7% | +34.3% | +31.9% |
| 3Y | +102.7% | -5.9% | +108.6% | +101.5% |
| 5Y | +104.5% | +8.4% | +96.1% | +76.5% |
| All | +225.0% | +69.6% | +155.3% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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