-49.3%
TE vs EQH
+102.2%
-151.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | -0.5% |
| 7D | +0.2% | +0.7% | -0.5% | -0.6% |
| 30D | -5.9% | +2.8% | -8.8% | -8.3% |
| 3M | -45.6% | +23.1% | -68.7% | -54.9% |
| 6M | -43.4% | +41.4% | -84.8% | -58.8% |
| YTD | -31.0% | +14.3% | -45.2% | -39.8% |
| 1Y | +145.2% | +1.6% | +143.6% | +131.6% |
| 3Y | -24.1% | +102.7% | -126.8% | -57.7% |
| All | -49.3% | +102.2% | -151.6% | -71.7% |
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