+24.3%
XLP vs EQH
+18.6%
+5.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +3.3% |
| 7D | +5.9% | +2.8% | +3.1% | +5.8% |
| 30D | +13.5% | +3.9% | +9.5% | +13.3% |
| 3M | +8.4% | +16.3% | -7.9% | +8.0% |
| 6M | +11.5% | +37.1% | -25.6% | +10.7% |
| YTD | +20.6% | +20.2% | +0.4% | +19.8% |
| 1Y | +24.3% | +17.9% | +6.4% | +23.6% |
| All | +24.3% | +18.6% | +5.7% | +23.6% |
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