+225.0%
EQH vs FIVE
+243.2%
-18.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.9% |
| 7D | +0.7% | -3.0% | +3.7% | +1.7% |
| 30D | +2.8% | +2.7% | +0.1% | +1.6% |
| 3M | +23.1% | +21.1% | +2.0% | +14.3% |
| 6M | +41.4% | +11.9% | +29.5% | +33.3% |
| YTD | +14.3% | +29.9% | -15.6% | +2.0% |
| 1Y | +1.6% | +67.8% | -66.2% | -17.8% |
| 3Y | +102.7% | +52.8% | +49.9% | +54.8% |
| 5Y | +104.5% | +31.3% | +73.2% | +56.2% |
| All | +225.0% | +243.2% | -18.2% | +64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling