+118.0%
RF vs EQH
+234.7%
-116.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.4% |
| 7D | -1.0% | +0.7% | -1.7% | -1.5% |
| 30D | -3.7% | +2.8% | -6.5% | -5.8% |
| 3M | +5.3% | +23.1% | -17.7% | -10.3% |
| 6M | +17.2% | +41.4% | -24.2% | -10.9% |
| YTD | +14.5% | +14.3% | +0.2% | +0.9% |
| 1Y | +15.9% | +1.6% | +14.3% | +10.7% |
| 3Y | +91.2% | +102.7% | -11.5% | +5.3% |
| 5Y | +90.0% | +104.5% | -14.5% | +1.8% |
| All | +118.0% | +234.7% | -116.7% | -16.7% |
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