+217.1%
EQH vs COO
+19.1%
+197.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.3% |
| 7D | +5.4% | -2.3% | +7.7% | +6.8% |
| 30D | +1.0% | -8.8% | +9.8% | +5.9% |
| 3M | +26.7% | +1.3% | +25.4% | +25.1% |
| 6M | +34.4% | -11.6% | +45.9% | +42.3% |
| YTD | +11.5% | -17.4% | +28.9% | +22.4% |
| 1Y | +0.4% | -1.6% | +2.0% | -0.4% |
| 3Y | +96.5% | -22.6% | +119.2% | +111.0% |
| 5Y | +93.4% | -40.3% | +133.7% | +140.0% |
| All | +217.1% | +19.1% | +197.9% | +173.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling