-61.8%
JD vs EQH
+94.3%
-156.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -2.6% | -1.8% | -0.8% | -1.9% |
| 30D | -15.4% | +2.4% | -17.8% | -16.3% |
| 3M | -5.0% | +26.3% | -31.3% | -14.0% |
| 6M | +0.9% | +35.8% | -34.9% | -12.0% |
| YTD | -2.5% | +12.7% | -15.2% | -8.4% |
| 1Y | -16.0% | +2.5% | -18.5% | -18.3% |
| 3Y | -8.5% | +98.6% | -107.2% | -41.4% |
| 5Y | -61.8% | +101.7% | -163.5% | -76.9% |
| All | -61.8% | +94.3% | -156.0% | -76.9% |
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