-53.9%
RUN vs EQH
+18.6%
-72.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.6% |
| 7D | +18.5% | +2.8% | +15.7% | +17.2% |
| 30D | +15.5% | +3.9% | +11.6% | +13.8% |
| 3M | -20.3% | +16.3% | -36.6% | -25.4% |
| 6M | -30.8% | +37.1% | -67.9% | -41.0% |
| YTD | -52.2% | +20.2% | -72.4% | -58.0% |
| 1Y | -53.9% | +17.9% | -71.8% | -59.7% |
| All | -53.9% | +18.6% | -72.5% | -59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling