+86.6%
T vs EQH
+226.9%
-140.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -3.1% | +1.1% | -4.2% | -3.3% |
| 30D | +4.6% | -1.1% | +5.7% | +4.7% |
| 3M | +12.2% | +25.0% | -12.8% | +6.2% |
| 6M | -6.5% | +33.9% | -40.3% | -13.4% |
| YTD | +4.9% | +11.6% | -6.7% | +1.1% |
| 1Y | -10.5% | +1.5% | -12.0% | -11.9% |
| 3Y | +104.6% | +96.7% | +7.9% | +62.3% |
| 5Y | +64.2% | +93.9% | -29.7% | +27.0% |
| All | +86.6% | +226.9% | -140.2% | +14.3% |
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 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