+1.6%
EQH vs COO
-20.3%
+21.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +0.7% | -22.5% | +23.2% | +7.8% |
| 30D | +2.8% | -29.7% | +32.6% | +13.8% |
| 3M | +23.1% | -20.1% | +43.2% | +29.9% |
| 6M | +41.4% | -26.9% | +68.3% | +55.5% |
| YTD | +14.3% | -34.2% | +48.5% | +31.2% |
| 1Y | +1.6% | -21.3% | +22.9% | +10.1% |
| All | +1.6% | -20.3% | +21.9% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling