+54.5%
USAR vs EQH
+111.6%
-57.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.4% |
| 7D | -11.6% | +0.7% | -12.4% | -11.9% |
| 30D | -15.5% | +2.8% | -18.3% | -16.2% |
| 3M | -31.0% | +23.1% | -54.1% | -35.2% |
| 6M | -26.2% | +41.4% | -67.6% | -32.7% |
| YTD | +30.8% | +14.3% | +16.5% | +23.0% |
| 1Y | +7.1% | +1.6% | +5.5% | +1.7% |
| 3Y | +53.0% | +102.7% | -49.7% | +47.0% |
| All | +54.5% | +111.6% | -57.1% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling