+64.2%
F vs EQH
+252.0%
-187.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.4% |
| 7D | -3.1% | +6.5% | -9.6% | -6.7% |
| 30D | 0.0% | +6.1% | -6.1% | -3.6% |
| 3M | -13.2% | +6.2% | -19.5% | -16.7% |
| 6M | -10.2% | +38.1% | -48.3% | -26.9% |
| YTD | -4.9% | +20.2% | -25.1% | -17.1% |
| 1Y | -6.1% | +27.6% | -33.7% | -21.1% |
| 3Y | +46.0% | +128.8% | -82.8% | -19.2% |
| 5Y | -15.7% | +83.1% | -98.9% | -47.2% |
| All | +64.2% | +252.0% | -187.8% | -35.9% |
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 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