+90.7%
F vs EQH
+226.5%
-135.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -3.2% |
| 7D | +1.2% | +5.4% | -4.3% | -2.0% |
| 30D | +1.2% | +1.0% | +0.2% | +0.4% |
| 3M | -5.7% | +26.7% | -32.4% | -18.7% |
| 6M | +17.9% | +34.4% | -16.4% | -2.8% |
| YTD | +10.4% | +11.5% | -1.1% | +1.1% |
| 1Y | +25.3% | +0.4% | +24.9% | +21.4% |
| 3Y | +37.5% | +96.5% | -59.1% | -16.5% |
| 5Y | +46.5% | +93.4% | -46.8% | -11.0% |
| All | +90.7% | +226.5% | -135.9% | -21.9% |
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