+17.9%
EQH vs FIVE
+63.3%
-45.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.7% | -5.1% | +0.6% |
| 7D | +2.8% | +7.5% | -4.7% | +1.7% |
| 30D | +3.9% | +16.7% | -12.8% | +1.5% |
| 3M | +16.3% | +13.4% | +2.9% | +13.3% |
| 6M | +37.1% | +9.0% | +28.1% | +35.2% |
| YTD | +20.2% | +33.8% | -13.6% | +9.0% |
| 1Y | +17.9% | +61.2% | -43.2% | -3.7% |
| All | +17.9% | +63.3% | -45.3% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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