+217.1%
EQH vs URA
+337.6%
-120.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.9% | -2.9% |
| 7D | +5.4% | +8.1% | -2.7% | +2.3% |
| 30D | +1.0% | +5.8% | -4.8% | -1.5% |
| 3M | +26.7% | +3.4% | +23.3% | +23.8% |
| 6M | +34.4% | -2.6% | +37.0% | +32.4% |
| YTD | +11.5% | +11.2% | +0.3% | +2.3% |
| 1Y | +0.4% | +19.8% | -19.4% | -13.0% |
| 3Y | +96.5% | +121.5% | -24.9% | +20.0% |
| 5Y | +93.4% | +134.5% | -41.1% | +2.4% |
| All | +217.1% | +337.6% | -120.5% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling