+68.6%
ESI vs EQH
+102.2%
-33.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.3% |
| 7D | -4.6% | +0.7% | -5.4% | -5.1% |
| 30D | -10.5% | +2.8% | -13.3% | -12.1% |
| 3M | -19.8% | +23.1% | -42.9% | -29.8% |
| 6M | +5.8% | +41.4% | -35.6% | -15.8% |
| YTD | +38.3% | +14.3% | +24.0% | +24.7% |
| 1Y | +31.5% | +1.6% | +29.9% | +27.3% |
| 3Y | +80.7% | +102.7% | -22.0% | +8.9% |
| All | +68.6% | +102.2% | -33.6% | -2.5% |
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 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