-2.7%
ES vs EQH
+92.4%
-95.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | -1.0% | -1.1% | +0.1% | -0.9% |
| 3M | +1.5% | +25.0% | -23.5% | -2.2% |
| 6M | -3.5% | +33.9% | -37.4% | -8.3% |
| YTD | +7.0% | +11.6% | -4.6% | +4.5% |
| 1Y | +15.3% | +1.5% | +13.8% | +14.5% |
| 3Y | +30.2% | +96.7% | -66.5% | +11.2% |
| All | -2.7% | +92.4% | -95.1% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling