+10.5%
XLP vs EQH
+40.9%
-30.5%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +2.5% | +6.5% | -4.0% | +2.0% |
| 30D | +7.3% | +6.1% | +1.2% | +6.9% |
| 3M | +8.1% | +6.2% | +1.8% | +7.6% |
| 6M | +10.5% | +38.1% | -27.6% | +10.2% |
| All | +10.5% | +40.9% | -30.5% | +10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling