+217.1%
EQH vs FIVE
+256.4%
-39.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -2.0% |
| 7D | +5.4% | +3.7% | +1.8% | +4.0% |
| 30D | +1.0% | +4.0% | -3.0% | -0.7% |
| 3M | +26.7% | +36.2% | -9.5% | +13.0% |
| 6M | +34.4% | +18.0% | +16.3% | +24.4% |
| YTD | +11.5% | +34.9% | -23.4% | -1.7% |
| 1Y | +0.4% | +67.9% | -67.5% | -18.7% |
| 3Y | +96.5% | +57.3% | +39.2% | +48.8% |
| 5Y | +93.4% | +39.5% | +53.8% | +44.2% |
| All | +217.1% | +256.4% | -39.4% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling