+170.1%
SHW vs EQH
+230.1%
-60.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -4.5% | -1.8% | -2.7% | -3.9% |
| 30D | -12.7% | +2.4% | -15.1% | -13.5% |
| 3M | +4.7% | +26.3% | -21.6% | -3.2% |
| 6M | -3.4% | +35.8% | -39.2% | -13.2% |
| YTD | -1.3% | +12.7% | -14.0% | -6.2% |
| 1Y | -10.4% | +2.5% | -12.8% | -12.3% |
| 3Y | +20.1% | +98.6% | -78.5% | -8.2% |
| 5Y | +10.5% | +101.7% | -91.2% | -17.7% |
| All | +170.1% | +230.1% | -60.0% | +51.2% |
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