+140.2%
UAL vs EQH
+94.3%
+45.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.4% |
| 7D | -2.0% | -1.8% | -0.2% | -0.6% |
| 30D | -15.7% | +2.4% | -18.1% | -17.4% |
| 3M | +3.6% | +26.3% | -22.7% | -15.2% |
| 6M | +16.9% | +35.8% | -18.9% | -11.1% |
| YTD | -4.8% | +12.7% | -17.4% | -15.5% |
| 1Y | -0.9% | +2.5% | -3.4% | -5.6% |
| 3Y | +124.5% | +98.6% | +25.8% | +26.7% |
| 5Y | +140.2% | +101.7% | +38.5% | +35.1% |
| All | +140.2% | +94.3% | +45.9% | +35.1% |
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 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