-54.9%
OUST vs EQH
+93.8%
-148.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | +4.0% | +1.1% | +2.9% | +2.8% |
| 30D | -14.0% | -1.1% | -12.9% | -13.3% |
| 3M | -5.9% | +25.0% | -30.9% | -26.3% |
| 6M | +76.4% | +33.9% | +42.5% | +27.3% |
| YTD | +67.5% | +11.6% | +55.9% | +45.6% |
| 1Y | +27.1% | +1.5% | +25.6% | +23.8% |
| 3Y | +619.0% | +96.7% | +522.3% | +263.3% |
| 5Y | -54.9% | +93.9% | -148.8% | -77.1% |
| All | -54.9% | +93.8% | -148.7% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling