+23.4%
USFD vs EQH
+2.6%
+20.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | -8.0% | -1.8% | -6.2% | -7.9% |
| 30D | -13.1% | +2.4% | -15.5% | -13.2% |
| 3M | +6.5% | +26.3% | -19.8% | +4.1% |
| 6M | +5.7% | +35.8% | -30.1% | +2.6% |
| YTD | +27.5% | +12.7% | +14.9% | +26.8% |
| 1Y | +23.4% | +2.5% | +21.0% | +25.9% |
| All | +23.4% | +2.6% | +20.8% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling