+289.4%
JPM vs EQH
+234.7%
+54.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | 0.0% |
| 7D | -0.7% | +0.7% | -1.4% | -1.1% |
| 30D | -2.5% | +2.8% | -5.3% | -4.1% |
| 3M | +14.1% | +23.1% | -8.9% | +1.2% |
| 6M | +25.1% | +41.4% | -16.3% | +1.7% |
| YTD | +12.1% | +14.3% | -2.1% | +2.1% |
| 1Y | +18.8% | +1.6% | +17.2% | +14.8% |
| 3Y | +163.4% | +102.7% | +60.7% | +66.5% |
| 5Y | +156.5% | +104.5% | +52.0% | +55.5% |
| All | +289.4% | +234.7% | +54.7% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling