+3,614.1%
FIX vs EQH
+232.3%
+3,381.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.5% |
| 7D | +6.0% | +5.5% | +0.5% | +2.8% |
| 30D | -7.2% | +3.2% | -10.5% | -9.2% |
| 3M | -15.9% | +32.5% | -48.4% | -28.9% |
| 6M | +12.7% | +33.7% | -21.0% | -6.0% |
| YTD | +72.8% | +13.4% | +59.3% | +56.8% |
| 1Y | +122.9% | +0.6% | +122.3% | +115.2% |
| 3Y | +774.3% | +95.1% | +679.2% | +475.2% |
| 5Y | +2,049.5% | +92.7% | +1,956.8% | +1,279.5% |
| All | +3,614.1% | +232.3% | +3,381.7% | +1,551.8% |
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