+193.7%
EQH vs ESTC
+26.3%
+167.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.0% |
| 7D | +5.4% | -4.3% | +9.7% | +6.3% |
| 30D | +1.0% | +17.7% | -16.7% | -3.1% |
| 3M | +26.7% | +42.3% | -15.5% | +16.3% |
| 6M | +34.4% | +64.6% | -30.2% | +18.6% |
| YTD | +11.5% | +17.2% | -5.7% | +5.3% |
| 1Y | +0.4% | -4.2% | +4.6% | -1.8% |
| 3Y | +96.5% | +13.5% | +83.0% | +74.8% |
| 5Y | +93.4% | -45.5% | +138.9% | +88.9% |
| All | +193.7% | +26.3% | +167.4% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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