+68.6%
PL vs EQH
+77.0%
-8.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.8% |
| 7D | -9.0% | -1.8% | -7.3% | -7.9% |
| 30D | -29.6% | +2.4% | -32.0% | -31.1% |
| 3M | -45.7% | +26.3% | -72.0% | -55.2% |
| 6M | -34.3% | +35.8% | -70.1% | -49.6% |
| YTD | -15.4% | +12.7% | -28.0% | -25.3% |
| 1Y | +86.1% | +2.5% | +83.6% | +77.0% |
| 3Y | +509.1% | +98.6% | +410.5% | +274.0% |
| 5Y | +68.3% | +101.7% | -33.4% | +6.9% |
| All | +68.6% | +77.0% | -8.4% | +7.2% |
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 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