+323.1%
P vs EQH
+232.3%
+90.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.9% |
| 7D | +6.5% | +5.5% | +1.0% | +3.7% |
| 30D | +18.8% | +3.2% | +15.6% | +16.8% |
| 3M | +26.7% | +32.5% | -5.8% | +9.0% |
| 6M | +62.2% | +33.7% | +28.4% | +37.5% |
| YTD | +48.5% | +13.4% | +35.1% | +36.7% |
| 1Y | +26.4% | +0.6% | +25.8% | +22.5% |
| 3Y | +159.4% | +95.1% | +64.3% | +76.8% |
| 5Y | +275.8% | +92.7% | +183.1% | +150.5% |
| All | +323.1% | +232.3% | +90.8% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling