-25.0%
RUN vs EQH
+230.1%
-255.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.5% |
| 7D | -3.4% | -1.8% | -1.6% | -2.3% |
| 30D | -14.0% | +2.4% | -16.4% | -15.4% |
| 3M | -27.5% | +26.3% | -53.8% | -38.6% |
| 6M | -29.0% | +35.8% | -64.8% | -43.3% |
| YTD | -53.1% | +12.7% | -65.8% | -57.3% |
| 1Y | -46.7% | +2.5% | -49.2% | -48.8% |
| 3Y | -38.3% | +98.6% | -136.9% | -64.5% |
| 5Y | -80.7% | +101.7% | -182.4% | -88.8% |
| All | -25.0% | +230.1% | -255.0% | -71.1% |
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