-54.3%
S vs EQH
+99.4%
-153.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -1.2% | +1.1% | -2.3% | -1.9% |
| 30D | -12.6% | -1.1% | -11.4% | -12.1% |
| 3M | +27.6% | +25.0% | +2.5% | +10.8% |
| 6M | +35.5% | +33.9% | +1.6% | +12.0% |
| YTD | +29.6% | +11.6% | +18.0% | +19.4% |
| 1Y | +8.1% | +1.5% | +6.6% | +5.1% |
| 3Y | +14.8% | +96.7% | -82.0% | -28.3% |
| 5Y | -70.6% | +93.9% | -164.4% | -80.8% |
| All | -54.3% | +99.4% | -153.7% | -70.2% |
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