+1,109.2%
JBL vs EQH
+234.7%
+874.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +4.3% |
| 7D | +2.4% | +0.7% | +1.7% | +2.0% |
| 30D | -13.1% | +2.8% | -15.9% | -14.6% |
| 3M | -15.6% | +23.1% | -38.7% | -25.6% |
| 6M | +24.6% | +41.4% | -16.8% | +0.5% |
| YTD | +39.6% | +14.3% | +25.3% | +26.1% |
| 1Y | +48.6% | +1.6% | +47.0% | +42.5% |
| 3Y | +197.3% | +102.7% | +94.5% | +86.4% |
| 5Y | +413.0% | +104.5% | +308.4% | +210.4% |
| All | +1,109.2% | +234.7% | +874.5% | +431.0% |
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