+137.7%
IR vs EQH
+226.9%
-89.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -1.9% | +1.1% | -3.0% | -2.5% |
| 30D | -15.0% | -1.1% | -13.9% | -14.7% |
| 3M | -0.4% | +25.0% | -25.4% | -12.0% |
| 6M | -15.0% | +33.9% | -48.9% | -28.2% |
| YTD | -7.1% | +11.6% | -18.6% | -14.0% |
| 1Y | -7.5% | +1.5% | -9.1% | -10.5% |
| 3Y | +6.3% | +96.7% | -90.4% | -29.8% |
| 5Y | +37.3% | +93.9% | -56.5% | -11.0% |
| All | +137.7% | +226.9% | -89.2% | +13.5% |
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