-26.0%
UPS vs EQH
+100.2%
-126.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | -2.0% | +2.8% | -4.8% | -2.8% |
| 3M | -6.2% | +23.1% | -29.3% | -11.9% |
| 6M | +2.8% | +41.4% | -38.6% | -7.7% |
| YTD | +5.9% | +14.3% | -8.4% | +1.0% |
| 1Y | +26.2% | +1.6% | +24.6% | +24.5% |
| 3Y | -26.0% | +102.7% | -128.7% | -41.3% |
| All | -26.0% | +100.2% | -126.2% | -41.3% |
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