+241.8%
EQH vs FIVE
+246.1%
-4.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +6.5% | +2.7% | +3.9% | +5.6% |
| 30D | +6.1% | +12.7% | -6.6% | +1.8% |
| 3M | +6.2% | +2.1% | +4.2% | +4.8% |
| 6M | +38.1% | +17.5% | +20.6% | +28.3% |
| YTD | +20.2% | +31.0% | -10.8% | +6.6% |
| 1Y | +27.6% | +67.7% | -40.2% | +3.7% |
| 3Y | +128.8% | +43.4% | +85.4% | +79.5% |
| 5Y | +83.1% | +18.1% | +65.1% | +47.8% |
| All | +241.8% | +246.1% | -4.3% | +71.8% |
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