+108.8%
RF vs EQH
+252.0%
-143.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.6% |
| 7D | +1.9% | +6.5% | -4.6% | -2.6% |
| 30D | +7.3% | +6.1% | +1.2% | +2.6% |
| 3M | -7.9% | +6.2% | -14.2% | -12.4% |
| 6M | +10.5% | +38.1% | -27.5% | -13.9% |
| YTD | +9.6% | +20.2% | -10.5% | -7.2% |
| 1Y | +20.3% | +27.6% | -7.3% | -2.8% |
| 3Y | +119.5% | +128.8% | -9.3% | +10.2% |
| 5Y | +48.2% | +83.1% | -34.9% | -13.9% |
| All | +108.8% | +252.0% | -143.2% | -23.4% |
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