+142.4%
UNP vs EQH
+234.7%
-92.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.0% |
| 7D | -1.8% | +0.7% | -2.5% | -2.1% |
| 30D | -2.7% | +2.8% | -5.6% | -3.9% |
| 3M | +6.5% | +23.1% | -16.6% | -2.1% |
| 6M | +14.4% | +41.4% | -27.0% | -1.1% |
| YTD | +24.8% | +14.3% | +10.5% | +16.5% |
| 1Y | +34.4% | +1.6% | +32.8% | +30.9% |
| 3Y | +43.6% | +102.7% | -59.1% | +2.6% |
| 5Y | +53.2% | +104.5% | -51.3% | +5.3% |
| All | +142.4% | +234.7% | -92.3% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling