+186.8%
UAL vs EQH
+129.3%
+57.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -2.4% |
| 7D | -3.0% | +6.5% | -9.6% | -7.7% |
| 30D | +10.5% | +6.1% | +4.4% | +5.7% |
| 3M | -13.5% | +6.2% | -19.7% | -17.6% |
| 6M | +14.2% | +38.1% | -23.8% | -13.2% |
| YTD | -2.2% | +20.2% | -22.4% | -17.3% |
| 1Y | +12.5% | +27.6% | -15.1% | -9.9% |
| 3Y | +186.8% | +128.8% | +58.0% | +66.1% |
| All | +186.8% | +129.3% | +57.5% | +66.1% |
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