+120.9%
ULTA vs EQH
+234.7%
-113.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.4% |
| 7D | -3.1% | +0.7% | -3.8% | -3.4% |
| 30D | +2.8% | +2.8% | 0.0% | +1.3% |
| 3M | +14.8% | +23.1% | -8.3% | +2.8% |
| 6M | -16.2% | +41.4% | -57.6% | -30.4% |
| YTD | -9.6% | +14.3% | -23.9% | -17.2% |
| 1Y | +4.8% | +1.6% | +3.2% | +1.2% |
| 3Y | +30.7% | +102.7% | -72.0% | -16.0% |
| 5Y | +45.9% | +104.5% | -58.7% | -11.2% |
| All | +120.9% | +234.7% | -113.8% | -12.3% |
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