+153.6%
USFD vs EQH
+129.3%
+24.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | +1.7% | +6.5% | -4.9% | -0.1% |
| 30D | +10.2% | +6.1% | +4.1% | +8.5% |
| 3M | -1.5% | +6.2% | -7.7% | -3.2% |
| 6M | +27.3% | +38.1% | -10.7% | +15.7% |
| YTD | +44.0% | +20.2% | +23.8% | +35.8% |
| 1Y | +50.4% | +27.6% | +22.8% | +38.6% |
| 3Y | +153.6% | +128.8% | +24.8% | +94.5% |
| All | +153.6% | +129.3% | +24.2% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling