-37.6%
RUN vs EQH
+100.2%
-137.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.5% |
| 7D | -3.7% | +0.7% | -4.4% | -4.1% |
| 30D | -13.0% | +2.8% | -15.8% | -14.3% |
| 3M | -31.8% | +23.1% | -54.9% | -39.8% |
| 6M | -32.2% | +41.4% | -73.6% | -45.3% |
| YTD | -53.5% | +14.3% | -67.7% | -57.3% |
| 1Y | -46.5% | +1.6% | -48.1% | -47.9% |
| 3Y | -37.6% | +102.7% | -140.3% | -77.9% |
| All | -37.6% | +100.2% | -137.8% | -77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling