+101.7%
EQH vs FIVE
+30.6%
+71.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.3% | +1.5% |
| 7D | -1.8% | +0.6% | -2.3% | -2.0% |
| 30D | +2.4% | +3.0% | -0.6% | +1.5% |
| 3M | +26.3% | +23.2% | +3.1% | +19.6% |
| 6M | +35.8% | +9.2% | +26.7% | +31.4% |
| YTD | +12.7% | +28.1% | -15.4% | +4.8% |
| 1Y | +2.5% | +65.3% | -62.8% | -10.8% |
| 3Y | +98.6% | +49.4% | +49.2% | +67.2% |
| 5Y | +101.7% | +29.5% | +72.2% | +69.4% |
| All | +101.7% | +30.6% | +71.1% | +69.4% |
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 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