+106.3%
RF vs EQH
+249.1%
-142.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.2% |
| 7D | +0.4% | +5.1% | -4.8% | -3.2% |
| 30D | +5.6% | +4.7% | +0.8% | +1.8% |
| 3M | -8.9% | +7.2% | -16.1% | -13.9% |
| 6M | +7.1% | +38.9% | -31.8% | -17.0% |
| YTD | +8.3% | +19.2% | -10.8% | -7.8% |
| 1Y | +16.8% | +25.5% | -8.7% | -4.5% |
| 3Y | +115.0% | +125.2% | -10.2% | +9.2% |
| 5Y | +46.4% | +81.6% | -35.2% | -14.5% |
| All | +106.3% | +249.1% | -142.8% | -23.9% |
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