+514.7%
PH vs EQH
+234.7%
+280.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.8% |
| 7D | -1.3% | +0.7% | -2.0% | -1.7% |
| 30D | -11.0% | +2.8% | -13.8% | -12.7% |
| 3M | +5.5% | +23.1% | -17.6% | -7.9% |
| 6M | +1.5% | +41.4% | -39.9% | -19.9% |
| YTD | +8.8% | +14.3% | -5.5% | -2.8% |
| 1Y | +24.5% | +1.6% | +22.9% | +19.0% |
| 3Y | +141.2% | +102.7% | +38.5% | +44.1% |
| 5Y | +256.3% | +104.5% | +151.8% | +104.4% |
| All | +514.7% | +234.7% | +280.0% | +135.5% |
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