+7.9%
UMAC vs EQH
+18.6%
-10.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +1.6% | -12.5% | -11.8% |
| 7D | -26.0% | +2.8% | -28.9% | -27.3% |
| 30D | -40.3% | +3.9% | -44.2% | -41.9% |
| 3M | -51.1% | +16.3% | -67.5% | -55.7% |
| 6M | -5.6% | +37.1% | -42.8% | -24.4% |
| YTD | +2.3% | +20.2% | -17.9% | -10.6% |
| 1Y | +7.9% | +17.9% | -10.1% | -3.9% |
| All | +7.9% | +18.6% | -10.8% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling