-66.5%
U vs EQH
+102.2%
-168.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +3.3% |
| 7D | +5.5% | +0.7% | +4.8% | +4.9% |
| 30D | -1.3% | +2.8% | -4.1% | -3.9% |
| 3M | +64.6% | +23.1% | +41.5% | +36.6% |
| 6M | +119.4% | +41.4% | +78.0% | +57.1% |
| YTD | -0.5% | +14.3% | -14.7% | -13.0% |
| 1Y | +1.3% | +1.6% | -0.3% | -2.8% |
| 3Y | +15.6% | +102.7% | -87.1% | -49.4% |
| All | -66.5% | +102.2% | -168.7% | -85.2% |
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