+65.6%
UAL vs EQH
+252.0%
-186.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -2.5% |
| 7D | -3.0% | +6.5% | -9.6% | -8.1% |
| 30D | +10.5% | +6.1% | +4.4% | +5.2% |
| 3M | -13.5% | +6.2% | -19.7% | -18.1% |
| 6M | +14.2% | +38.1% | -23.8% | -14.9% |
| YTD | -2.2% | +20.2% | -22.4% | -18.9% |
| 1Y | +12.5% | +27.6% | -15.1% | -11.6% |
| 3Y | +186.8% | +128.8% | +58.0% | +34.3% |
| 5Y | +119.4% | +83.1% | +36.2% | +22.0% |
| All | +65.6% | +252.0% | -186.4% | -48.5% |
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