+43.6%
UNP vs EQH
+100.2%
-56.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | -2.7% | +2.8% | -5.6% | -3.5% |
| 3M | +6.5% | +23.1% | -16.6% | +0.7% |
| 6M | +14.4% | +41.4% | -27.0% | +3.6% |
| YTD | +24.8% | +14.3% | +10.5% | +19.8% |
| 1Y | +34.4% | +1.6% | +32.8% | +33.4% |
| 3Y | +43.6% | +102.7% | -59.1% | +17.9% |
| All | +43.6% | +100.2% | -56.7% | +17.9% |
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 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