+25.7%
USB vs EQH
+82.2%
-56.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.4% |
| 7D | +2.6% | +6.5% | -3.9% | -1.2% |
| 30D | +8.4% | +6.1% | +2.3% | +4.5% |
| 3M | -5.5% | +6.2% | -11.8% | -9.3% |
| 6M | +17.7% | +38.1% | -20.3% | -4.2% |
| YTD | +17.6% | +20.2% | -2.6% | +2.9% |
| 1Y | +33.9% | +27.6% | +6.3% | +12.6% |
| 3Y | +103.8% | +128.8% | -25.0% | +10.0% |
| All | +25.7% | +82.2% | -56.6% | -22.0% |
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 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