+657.4%
UMAC vs EQH
+70.5%
+586.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.4% |
| 7D | -3.4% | +0.7% | -4.1% | -4.0% |
| 30D | -15.1% | +2.8% | -17.9% | -16.4% |
| 3M | -10.8% | +23.1% | -33.9% | -23.0% |
| 6M | +15.7% | +41.4% | -25.7% | -9.1% |
| YTD | +80.1% | +14.3% | +65.9% | +62.6% |
| 1Y | +116.7% | +1.6% | +115.1% | +111.6% |
| All | +657.4% | +70.5% | +586.9% | +326.7% |
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