+20.4%
M vs EQH
+94.3%
-73.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.0% | -5.7% | -5.3% |
| 7D | -8.8% | -1.8% | -7.0% | -7.7% |
| 30D | -16.4% | +2.4% | -18.8% | -18.0% |
| 3M | -10.8% | +26.3% | -37.1% | -24.7% |
| 6M | +16.1% | +35.8% | -19.7% | -8.4% |
| YTD | -5.3% | +12.7% | -17.9% | -15.0% |
| 1Y | +24.9% | +2.5% | +22.4% | +19.0% |
| 3Y | +97.5% | +98.6% | -1.1% | +3.0% |
| 5Y | +20.4% | +101.7% | -81.3% | -36.5% |
| All | +20.4% | +94.3% | -73.9% | -36.5% |
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