+150.0%
USFD vs EQH
+95.5%
+54.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | -7.0% | +1.1% | -8.1% | -7.3% |
| 30D | -10.3% | -1.1% | -9.2% | -10.1% |
| 3M | +9.2% | +25.0% | -15.8% | +2.0% |
| 6M | +7.4% | +33.9% | -26.5% | -2.2% |
| YTD | +29.4% | +11.6% | +17.8% | +24.4% |
| 1Y | +24.8% | +1.5% | +23.3% | +23.9% |
| All | +150.0% | +95.5% | +54.5% | +97.8% |
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