+300.1%
P vs EQH
+230.1%
+70.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.5% |
| 7D | -4.1% | -1.8% | -2.4% | -3.3% |
| 30D | -14.0% | +2.4% | -16.4% | -15.1% |
| 3M | +41.4% | +26.3% | +15.1% | +24.7% |
| 6M | +54.2% | +35.8% | +18.3% | +29.6% |
| YTD | +40.4% | +12.7% | +27.8% | +29.7% |
| 1Y | +16.0% | +2.5% | +13.5% | +11.2% |
| 3Y | +140.7% | +98.6% | +42.0% | +62.6% |
| 5Y | +256.3% | +101.7% | +154.6% | +131.9% |
| All | +300.1% | +230.1% | +70.0% | +86.9% |
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