+69.4%
USAR vs EQH
+106.7%
-37.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -4.4% | +1.1% | -5.5% | -4.8% |
| 30D | -10.4% | -1.1% | -9.3% | -10.1% |
| 3M | -18.4% | +25.0% | -43.4% | -23.5% |
| 6M | -8.8% | +33.9% | -42.7% | -15.8% |
| YTD | +43.4% | +11.6% | +31.8% | +35.8% |
| 1Y | +21.0% | +1.5% | +19.5% | +15.6% |
| 3Y | +67.7% | +96.7% | -29.0% | +62.3% |
| All | +69.4% | +106.7% | -37.2% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling