+12.0%
SHW vs EQH
+102.2%
-90.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.9% |
| 3M | +2.3% | +23.1% | -20.8% | -4.8% |
| 6M | +0.7% | +41.4% | -40.7% | -10.9% |
| YTD | +0.5% | +14.3% | -13.8% | -4.9% |
| 1Y | -11.5% | +1.6% | -13.1% | -13.0% |
| 3Y | +21.3% | +102.7% | -81.4% | -10.2% |
| All | +12.0% | +102.2% | -90.2% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling