+3.2%
M vs EQH
+226.9%
-223.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.3% |
| 7D | -4.1% | +1.1% | -5.2% | -4.9% |
| 30D | -13.6% | -1.1% | -12.5% | -13.2% |
| 3M | -2.3% | +25.0% | -27.3% | -17.7% |
| 6M | +21.9% | +33.9% | -12.0% | -3.9% |
| YTD | -0.6% | +11.6% | -12.2% | -11.1% |
| 1Y | +29.7% | +1.5% | +28.2% | +23.1% |
| 3Y | +107.3% | +96.7% | +10.6% | +13.6% |
| 5Y | +20.5% | +93.9% | -73.4% | -33.2% |
| All | +3.2% | +226.9% | -223.7% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling