+71.3%
O vs EQH
+234.7%
-163.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.6% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | -4.5% | +2.8% | -7.4% | -5.5% |
| 3M | -2.6% | +23.1% | -25.7% | -9.2% |
| 6M | -5.6% | +41.4% | -47.0% | -16.4% |
| YTD | +9.3% | +14.3% | -5.0% | +3.1% |
| 1Y | +4.3% | +1.6% | +2.7% | +1.9% |
| 3Y | +27.4% | +102.7% | -75.3% | -7.7% |
| 5Y | +17.1% | +104.5% | -87.5% | -19.1% |
| All | +71.3% | +234.7% | -163.4% | -17.8% |
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