+69.5%
USB vs EQH
+226.5%
-157.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.3% |
| 7D | +2.1% | +5.4% | -3.3% | -1.2% |
| 30D | -2.3% | +1.0% | -3.3% | -3.0% |
| 3M | +13.9% | +26.7% | -12.9% | -2.2% |
| 6M | +21.6% | +34.4% | -12.8% | -0.4% |
| YTD | +19.3% | +11.5% | +7.9% | +9.2% |
| 1Y | +33.6% | +0.4% | +33.2% | +29.7% |
| 3Y | +97.7% | +96.5% | +1.2% | +22.6% |
| 5Y | +40.4% | +93.4% | -52.9% | -13.8% |
| All | +69.5% | +226.5% | -157.0% | -25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling