-74.2%
OPEN vs EQH
+215.2%
-289.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.4% |
| 7D | -11.4% | +0.7% | -12.1% | -11.9% |
| 30D | -20.1% | +2.8% | -22.9% | -21.9% |
| 3M | -37.6% | +23.1% | -60.7% | -47.0% |
| 6M | -47.1% | +41.4% | -88.5% | -59.9% |
| YTD | -52.1% | +14.3% | -66.4% | -57.6% |
| 1Y | -73.5% | +1.6% | -75.1% | -74.5% |
| 3Y | -24.4% | +102.7% | -127.1% | -56.2% |
| 5Y | -85.1% | +104.5% | -189.7% | -91.0% |
| All | -74.2% | +215.2% | -289.4% | -81.9% |
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