+101.9%
EQH vs MKTX
-60.5%
+162.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.7% | -0.2% | +1.0% | +0.8% |
| 30D | +2.8% | +0.7% | +2.1% | +2.7% |
| 3M | +23.1% | +40.8% | -17.7% | +16.4% |
| 6M | +41.4% | -8.0% | +49.4% | +43.1% |
| YTD | +14.3% | -8.7% | +23.0% | +15.6% |
| 1Y | +1.6% | -11.8% | +13.4% | +3.2% |
| 3Y | +102.7% | -24.0% | +126.7% | +105.1% |
| All | +101.9% | -60.5% | +162.4% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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