-22.2%
ON vs EQH
+100.2%
-122.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.4% | +7.1% | +7.7% |
| 7D | +2.4% | +0.7% | +1.6% | +2.0% |
| 30D | -8.6% | +2.8% | -11.5% | -10.2% |
| 3M | -34.3% | +23.1% | -57.4% | -42.7% |
| 6M | +28.5% | +41.4% | -12.9% | +1.7% |
| YTD | +40.6% | +14.3% | +26.4% | +26.9% |
| 1Y | +55.3% | +1.6% | +53.7% | +51.3% |
| 3Y | -22.2% | +102.7% | -124.9% | -50.7% |
| All | -22.2% | +100.2% | -122.4% | -50.7% |
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