+32.0%
XLP vs EQH
+92.7%
-60.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.4% |
| 7D | -1.4% | +5.4% | -6.9% | -2.1% |
| 30D | -1.3% | +1.0% | -2.3% | -1.5% |
| 3M | +1.8% | +26.7% | -24.9% | -1.3% |
| 6M | -0.8% | +34.4% | -35.2% | -4.8% |
| YTD | +9.5% | +11.5% | -1.9% | +7.6% |
| 1Y | +7.2% | +0.4% | +6.8% | +6.7% |
| 3Y | +27.1% | +96.5% | -69.4% | +10.5% |
| 5Y | +32.0% | +93.4% | -61.3% | +12.7% |
| All | +32.0% | +92.7% | -60.7% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling