-18.5%
JD vs EQH
+3.9%
-22.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | -4.2% | +0.7% | -5.0% | -4.3% |
| 30D | -14.4% | +2.8% | -17.2% | -14.6% |
| 3M | -3.6% | +23.1% | -26.7% | -6.0% |
| 6M | -0.3% | +41.4% | -41.7% | -5.2% |
| YTD | -2.4% | +14.3% | -16.6% | -5.8% |
| 1Y | -18.5% | +1.6% | -20.1% | -25.8% |
| All | -18.5% | +3.9% | -22.4% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling