+359.1%
P vs EQH
+252.0%
+107.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -2.3% |
| 7D | +11.6% | +6.5% | +5.1% | +8.2% |
| 30D | -23.7% | +6.1% | -29.8% | -25.7% |
| 3M | -8.0% | +6.2% | -14.2% | -10.6% |
| 6M | +27.9% | +38.1% | -10.2% | +7.9% |
| YTD | +61.2% | +20.2% | +41.0% | +44.5% |
| 1Y | +28.6% | +27.6% | +1.0% | +11.1% |
| 3Y | +200.5% | +128.8% | +71.7% | +90.3% |
| 5Y | +282.9% | +83.1% | +199.8% | +163.3% |
| All | +359.1% | +252.0% | +107.1% | +108.2% |
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