+239.4%
ESI vs EQH
+230.1%
+9.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -5.0% |
| 7D | -2.3% | -1.8% | -0.6% | -1.4% |
| 30D | -9.0% | +2.4% | -11.5% | -10.4% |
| 3M | -13.3% | +26.3% | -39.6% | -24.8% |
| 6M | +5.3% | +35.8% | -30.5% | -13.3% |
| YTD | +37.6% | +12.7% | +24.9% | +25.4% |
| 1Y | +33.6% | +2.5% | +31.2% | +28.3% |
| 3Y | +75.8% | +98.6% | -22.9% | +12.8% |
| 5Y | +68.6% | +101.7% | -33.1% | +5.6% |
| All | +239.4% | +230.1% | +9.4% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling