+21.3%
SHW vs EQH
+100.2%
-78.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.4% |
| 7D | -3.1% | +0.7% | -3.8% | -3.3% |
| 30D | -10.0% | +2.8% | -12.9% | -10.8% |
| 3M | +2.3% | +23.1% | -20.8% | -3.9% |
| 6M | +0.7% | +41.4% | -40.7% | -9.5% |
| YTD | +0.5% | +14.3% | -13.8% | -4.2% |
| 1Y | -11.5% | +1.6% | -13.1% | -12.7% |
| 3Y | +21.3% | +102.7% | -81.4% | -7.3% |
| All | +21.3% | +100.2% | -78.9% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling