+35.8%
IR vs EQH
+102.2%
-66.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.9% |
| 7D | -4.5% | +0.7% | -5.2% | -4.8% |
| 30D | -13.9% | +2.8% | -16.8% | -15.3% |
| 3M | -0.3% | +23.1% | -23.4% | -10.9% |
| 6M | -14.3% | +41.4% | -55.7% | -29.3% |
| YTD | -7.9% | +14.3% | -22.1% | -15.4% |
| 1Y | -9.9% | +1.6% | -11.5% | -12.3% |
| 3Y | +6.5% | +102.7% | -96.2% | -30.8% |
| All | +35.8% | +102.2% | -66.4% | -14.6% |
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