-53.5%
S vs EQH
+104.2%
-157.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.1% |
| 7D | -0.7% | +0.7% | -1.4% | -1.1% |
| 30D | -11.4% | +2.8% | -14.3% | -12.9% |
| 3M | +33.8% | +23.1% | +10.7% | +17.4% |
| 6M | +39.5% | +41.4% | -1.9% | +11.6% |
| YTD | +31.7% | +14.3% | +17.4% | +19.6% |
| 1Y | +7.0% | +1.6% | +5.4% | +4.0% |
| 3Y | +11.8% | +102.7% | -90.9% | -31.4% |
| 5Y | -69.0% | +104.5% | -173.6% | -80.0% |
| All | -53.5% | +104.2% | -157.7% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling