+94.1%
SHEL vs EQH
+234.7%
-140.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.2% |
| 7D | +4.1% | +0.7% | +3.4% | +3.8% |
| 30D | +8.4% | +2.8% | +5.5% | +6.8% |
| 3M | +13.7% | +23.1% | -9.4% | +3.0% |
| 6M | +12.7% | +41.4% | -28.7% | -5.1% |
| YTD | +35.3% | +14.3% | +21.0% | +24.4% |
| 1Y | +39.4% | +1.6% | +37.8% | +34.4% |
| 3Y | +71.5% | +102.7% | -31.3% | +11.6% |
| 5Y | +195.0% | +104.5% | +90.5% | +81.5% |
| All | +94.1% | +234.7% | -140.6% | -14.7% |
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