+119.1%
M vs EQH
+100.2%
+18.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.4% | +6.3% | +7.0% |
| 7D | -4.2% | +0.7% | -4.9% | -4.5% |
| 30D | -7.2% | +2.8% | -10.0% | -8.6% |
| 3M | -11.1% | +23.1% | -34.2% | -20.8% |
| 6M | +28.8% | +41.4% | -12.6% | +5.3% |
| YTD | +2.0% | +14.3% | -12.2% | -6.0% |
| 1Y | +31.3% | +1.6% | +29.7% | +28.8% |
| 3Y | +119.1% | +102.7% | +16.4% | +28.0% |
| All | +119.1% | +100.2% | +18.8% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling