+101.7%
EQH vs COO
-51.8%
+153.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -14.7% | +15.6% | +6.9% |
| 7D | -1.8% | -23.3% | +21.6% | +8.7% |
| 30D | +2.4% | -29.5% | +31.9% | +17.4% |
| 3M | +26.3% | -20.0% | +46.3% | +36.6% |
| 6M | +35.8% | -27.2% | +63.0% | +52.9% |
| YTD | +12.7% | -33.9% | +46.6% | +32.3% |
| 1Y | +2.5% | -19.9% | +22.4% | +10.1% |
| 3Y | +98.6% | -38.1% | +136.7% | +128.1% |
| 5Y | +101.7% | -52.0% | +153.7% | +157.0% |
| All | +101.7% | -51.8% | +153.5% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling