+55.4%
ES vs EQH
+129.3%
-73.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +2.7% | +6.5% | -3.8% | +2.0% |
| 30D | +7.6% | +6.1% | +1.5% | +6.8% |
| 3M | +0.5% | +6.2% | -5.8% | -0.3% |
| 6M | +7.6% | +38.1% | -30.5% | +3.2% |
| YTD | +10.2% | +20.2% | -9.9% | +7.4% |
| 1Y | +1.8% | +27.6% | -25.8% | -1.8% |
| 3Y | +55.4% | +128.8% | -73.4% | +14.5% |
| All | +55.4% | +129.3% | -73.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 3y: compounded portfolio wealth divided by compounded EQH 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…
3y analysis · Full analysis span regression · 6 months rolling