+93.4%
T vs EQH
+234.7%
-141.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.7% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | +7.5% | +2.8% | +4.6% | +6.7% |
| 3M | +14.8% | +23.1% | -8.3% | +9.1% |
| 6M | -1.7% | +41.4% | -43.1% | -10.2% |
| YTD | +8.7% | +14.3% | -5.6% | +4.2% |
| 1Y | -7.5% | +1.6% | -9.1% | -8.9% |
| 3Y | +110.2% | +102.7% | +7.5% | +65.6% |
| 5Y | +71.6% | +104.5% | -32.9% | +30.8% |
| All | +93.4% | +234.7% | -141.3% | +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 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