+49.3%
F vs EQH
+94.3%
-45.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +2.6% |
| 7D | -3.7% | -1.8% | -1.9% | -2.7% |
| 30D | -0.7% | +2.4% | -3.1% | -2.2% |
| 3M | -1.9% | +26.3% | -28.2% | -15.0% |
| 6M | +16.1% | +35.8% | -19.7% | -4.5% |
| YTD | +9.5% | +12.7% | -3.2% | 0.0% |
| 1Y | +27.2% | +2.5% | +24.8% | +22.4% |
| 3Y | +36.3% | +98.6% | -62.4% | -22.0% |
| 5Y | +49.3% | +101.7% | -52.4% | -17.1% |
| All | +49.3% | +94.3% | -45.0% | -17.1% |
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