+278.4%
TER vs EQH
+97.5%
+180.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -4.0% |
| 7D | +9.4% | -1.8% | +11.1% | +10.2% |
| 30D | -2.4% | +2.4% | -4.9% | -3.8% |
| 3M | +6.5% | +26.3% | -19.8% | -6.1% |
| 6M | +23.2% | +35.8% | -12.6% | +3.8% |
| YTD | +91.5% | +12.7% | +78.8% | +76.6% |
| 1Y | +214.8% | +2.5% | +212.4% | +204.1% |
| All | +278.4% | +97.5% | +180.9% | +149.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling