+225.0%
EQH vs URA
+301.0%
-76.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +2.6% |
| 7D | +0.7% | -5.5% | +6.2% | +2.7% |
| 30D | +2.8% | -3.7% | +6.5% | +3.8% |
| 3M | +23.1% | -2.9% | +26.0% | +23.2% |
| 6M | +41.4% | -15.2% | +56.6% | +46.9% |
| YTD | +14.3% | +1.9% | +12.4% | +8.3% |
| 1Y | +1.6% | +6.9% | -5.3% | -8.0% |
| 3Y | +102.7% | +99.6% | +3.1% | +28.9% |
| 5Y | +104.5% | +101.2% | +3.4% | +17.8% |
| All | +225.0% | +301.0% | -76.0% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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