-81.4%
RUN vs EQH
+102.2%
-183.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.8% |
| 7D | -3.7% | +0.7% | -4.4% | -4.3% |
| 30D | -13.0% | +2.8% | -15.8% | -14.8% |
| 3M | -31.8% | +23.1% | -54.9% | -42.4% |
| 6M | -32.2% | +41.4% | -73.6% | -49.2% |
| YTD | -53.5% | +14.3% | -67.7% | -58.6% |
| 1Y | -46.5% | +1.6% | -48.1% | -48.4% |
| 3Y | -37.6% | +102.7% | -140.3% | -72.1% |
| All | -81.4% | +102.2% | -183.6% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling