+26.2%
MAR vs EQH
+2.5%
+23.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -4.2% | +5.5% | -9.6% | -5.4% |
| 30D | -6.7% | +3.2% | -9.9% | -7.5% |
| 3M | -12.5% | +32.5% | -45.0% | -18.5% |
| 6M | +0.6% | +33.7% | -33.2% | -7.4% |
| YTD | +9.1% | +13.4% | -4.3% | +3.8% |
| 1Y | +26.2% | +0.6% | +25.6% | +23.4% |
| All | +26.2% | +2.5% | +23.8% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling