+132.1%
XLP vs EQH
+250.5%
-118.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.5% | -0.5% | -0.1% | -0.5% |
| 30D | +8.3% | +4.4% | +4.0% | +7.5% |
| 3M | +8.7% | +8.8% | -0.1% | +6.9% |
| 6M | +11.2% | +38.1% | -27.0% | +4.6% |
| YTD | +20.0% | +19.7% | +0.3% | +15.3% |
| 1Y | +21.3% | +27.8% | -6.4% | +15.1% |
| 3Y | +43.8% | +126.1% | -82.3% | +18.8% |
| 5Y | +43.3% | +83.3% | -40.0% | +21.2% |
| All | +132.1% | +250.5% | -118.4% | +58.9% |
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