+225.0%
EQH vs COO
-5.1%
+230.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +0.7% | -22.5% | +23.2% | +13.5% |
| 30D | +2.8% | -29.7% | +32.6% | +22.0% |
| 3M | +23.1% | -20.1% | +43.2% | +35.8% |
| 6M | +41.4% | -26.9% | +68.3% | +63.0% |
| YTD | +14.3% | -34.2% | +48.5% | +39.4% |
| 1Y | +1.6% | -21.3% | +22.9% | +11.7% |
| 3Y | +102.7% | -38.7% | +141.4% | +142.5% |
| 5Y | +104.5% | -52.2% | +156.8% | +181.0% |
| All | +225.0% | -5.1% | +230.1% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling