-49.8%
USAR vs EQH
+18.6%
-68.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.6% | -7.4% | -6.8% |
| 7D | -21.8% | +2.8% | -24.6% | -23.1% |
| 30D | -39.9% | +3.9% | -43.9% | -41.3% |
| 3M | -52.5% | +16.3% | -68.8% | -57.0% |
| 6M | -67.9% | +37.1% | -105.1% | -74.2% |
| YTD | -31.1% | +20.2% | -51.3% | -43.4% |
| 1Y | -49.8% | +17.9% | -67.8% | -58.9% |
| All | -49.8% | +18.6% | -68.5% | -58.9% |
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 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