+220.5%
EQH vs XPO
+393.2%
-172.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | -1.8% | -1.3% | -0.4% | -1.3% |
| 30D | +2.4% | -10.4% | +12.8% | +6.6% |
| 3M | +26.3% | -15.7% | +42.0% | +33.8% |
| 6M | +35.8% | -6.3% | +42.2% | +37.1% |
| YTD | +12.7% | +34.2% | -21.5% | -2.4% |
| 1Y | +2.5% | +39.9% | -37.5% | -13.5% |
| 3Y | +98.6% | +155.2% | -56.6% | +22.2% |
| 5Y | +101.7% | +264.7% | -163.0% | -1.2% |
| All | +220.5% | +393.2% | -172.7% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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