+163.7%
XHB vs EQH
+230.1%
-66.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.8% |
| 7D | -5.2% | -1.8% | -3.5% | -4.5% |
| 30D | -12.1% | +2.4% | -14.6% | -13.3% |
| 3M | -6.2% | +26.3% | -32.5% | -16.8% |
| 6M | -6.7% | +35.8% | -42.5% | -20.7% |
| YTD | -5.5% | +12.7% | -18.1% | -12.5% |
| 1Y | -15.6% | +2.5% | -18.1% | -18.6% |
| 3Y | +22.0% | +98.6% | -76.6% | -18.6% |
| 5Y | +31.8% | +101.7% | -69.9% | -14.6% |
| All | +163.7% | +230.1% | -66.3% | +20.5% |
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 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