+63.9%
UAL vs EQH
+226.5%
-162.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -1.3% |
| 7D | +3.4% | +5.4% | -2.0% | -1.3% |
| 30D | -16.5% | +1.0% | -17.5% | -17.5% |
| 3M | +2.8% | +26.7% | -24.0% | -17.4% |
| 6M | +17.6% | +34.4% | -16.8% | -11.4% |
| YTD | -3.2% | +11.5% | -14.7% | -14.3% |
| 1Y | +0.4% | +0.4% | 0.0% | -3.5% |
| 3Y | +128.2% | +96.5% | +31.6% | +21.3% |
| 5Y | +137.7% | +93.4% | +44.4% | +25.0% |
| All | +63.9% | +226.5% | -162.6% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling