+71.9%
USB vs EQH
+232.3%
-160.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.4% |
| 7D | +1.4% | +5.5% | -4.1% | -1.9% |
| 30D | -1.3% | +3.2% | -4.5% | -3.4% |
| 3M | +15.2% | +32.5% | -17.3% | -3.7% |
| 6M | +18.8% | +33.7% | -14.9% | -2.3% |
| YTD | +21.0% | +13.4% | +7.6% | +9.5% |
| 1Y | +34.0% | +0.6% | +33.4% | +30.0% |
| 3Y | +95.3% | +95.1% | +0.2% | +21.7% |
| 5Y | +40.4% | +92.7% | -52.3% | -13.7% |
| All | +71.9% | +232.3% | -160.4% | -25.6% |
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