+66.3%
UAL vs EQH
+234.7%
-168.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +1.9% |
| 7D | -1.4% | +0.7% | -2.1% | -2.0% |
| 30D | -12.2% | +2.8% | -15.1% | -14.5% |
| 3M | -2.5% | +23.1% | -25.6% | -19.7% |
| 6M | +21.1% | +41.4% | -20.3% | -12.7% |
| YTD | -1.8% | +14.3% | -16.0% | -14.9% |
| 1Y | +0.4% | +1.6% | -1.2% | -4.4% |
| 3Y | +130.3% | +102.7% | +27.6% | +19.2% |
| 5Y | +147.7% | +104.5% | +43.1% | +23.9% |
| All | +66.3% | +234.7% | -168.3% | -46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling