+82.2%
EQH vs FIVE
+16.7%
+65.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +6.5% | +2.7% | +3.9% | +5.9% |
| 30D | +6.1% | +12.7% | -6.6% | +3.2% |
| 3M | +6.2% | +2.1% | +4.2% | +5.3% |
| 6M | +38.1% | +17.5% | +20.6% | +31.4% |
| YTD | +20.2% | +31.0% | -10.8% | +10.9% |
| 1Y | +27.6% | +67.7% | -40.2% | +10.8% |
| 3Y | +128.8% | +43.4% | +85.4% | +95.4% |
| All | +82.2% | +16.7% | +65.4% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling