+79.9%
PL vs EQH
+75.1%
+4.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.4% |
| 7D | -7.5% | +5.4% | -13.0% | -11.4% |
| 30D | -25.6% | +1.0% | -26.6% | -26.6% |
| 3M | -45.6% | +26.7% | -72.3% | -55.3% |
| 6M | -29.5% | +34.4% | -63.9% | -45.5% |
| YTD | -9.7% | +11.5% | -21.2% | -19.7% |
| 1Y | +84.4% | +0.4% | +84.0% | +78.3% |
| 3Y | +550.0% | +96.5% | +453.5% | +302.5% |
| 5Y | +79.0% | +93.4% | -14.4% | +14.6% |
| All | +79.9% | +75.1% | +4.8% | +15.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling