+240.3%
UMC vs EQH
+3.9%
+236.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +2.3% |
| 7D | +9.0% | +0.7% | +8.3% | +9.0% |
| 30D | +17.2% | +2.8% | +14.4% | +17.3% |
| 3M | +11.4% | +23.1% | -11.7% | +10.2% |
| 6M | +137.5% | +41.4% | +96.1% | +132.6% |
| YTD | +193.1% | +14.3% | +178.8% | +181.4% |
| 1Y | +240.3% | +1.6% | +238.7% | +226.0% |
| All | +240.3% | +3.9% | +236.4% | +226.0% |
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