+956.8%
TER vs EQH
+226.5%
+730.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +5.1% |
| 7D | +11.0% | +5.4% | +5.5% | +7.8% |
| 30D | -1.9% | +1.0% | -2.9% | -2.8% |
| 3M | -0.7% | +26.7% | -27.4% | -13.2% |
| 6M | +36.4% | +34.4% | +2.0% | +14.7% |
| YTD | +92.4% | +11.5% | +81.0% | +77.4% |
| 1Y | +213.5% | +0.4% | +213.1% | +203.1% |
| 3Y | +277.2% | +96.5% | +180.7% | +152.0% |
| 5Y | +219.1% | +93.4% | +125.8% | +113.3% |
| All | +956.8% | +226.5% | +730.2% | +407.6% |
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