+10.3%
SONY vs EQH
+102.2%
-92.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.2% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +1.5% | +2.8% | -1.3% | +0.5% |
| 3M | +13.0% | +23.1% | -10.1% | +5.0% |
| 6M | +11.2% | +41.4% | -30.2% | -2.1% |
| YTD | -6.6% | +14.3% | -20.9% | -11.7% |
| 1Y | -18.1% | +1.6% | -19.7% | -19.5% |
| 3Y | +42.1% | +102.7% | -60.6% | +4.3% |
| All | +10.3% | +102.2% | -92.0% | -18.8% |
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