+17.8%
W vs EQH
+234.7%
-216.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.1% |
| 7D | -0.9% | +0.7% | -1.6% | -1.4% |
| 30D | -4.2% | +2.8% | -7.1% | -6.6% |
| 3M | +26.9% | +23.1% | +3.8% | +7.0% |
| 6M | +31.2% | +41.4% | -10.2% | -1.1% |
| YTD | -1.8% | +14.3% | -16.1% | -13.0% |
| 1Y | +9.3% | +1.6% | +7.7% | +5.0% |
| 3Y | +33.2% | +102.7% | -69.5% | -20.9% |
| 5Y | -62.4% | +104.5% | -167.0% | -76.9% |
| All | +17.8% | +234.7% | -216.9% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling