+262.2%
UMC vs EQH
+100.2%
+162.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +2.1% |
| 7D | +9.0% | +0.7% | +8.3% | +8.8% |
| 30D | +17.2% | +2.8% | +14.4% | +16.5% |
| 3M | +11.4% | +23.1% | -11.7% | +6.2% |
| 6M | +137.5% | +41.4% | +96.1% | +118.6% |
| YTD | +193.1% | +14.3% | +178.8% | +181.8% |
| 1Y | +240.3% | +1.6% | +238.7% | +237.1% |
| 3Y | +262.2% | +102.7% | +159.5% | +167.0% |
| All | +262.2% | +100.2% | +162.0% | +167.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling