+15.6%
U vs EQH
+100.2%
-84.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +3.6% |
| 7D | +5.5% | +0.7% | +4.8% | +5.0% |
| 30D | -1.3% | +2.8% | -4.1% | -3.2% |
| 3M | +64.6% | +23.1% | +41.5% | +43.1% |
| 6M | +119.4% | +41.4% | +78.0% | +70.5% |
| YTD | -0.5% | +14.3% | -14.7% | -9.2% |
| 1Y | +1.3% | +1.6% | -0.3% | -0.1% |
| 3Y | +15.6% | +102.7% | -87.1% | -44.0% |
| All | +15.6% | +100.2% | -84.6% | -44.0% |
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