-1.6%
XLY vs EQH
+12.7%
-14.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.7% | +1.9% | -2.3% |
| 7D | +1.2% | -3.1% | +4.4% | +2.2% |
| 30D | +5.3% | -2.9% | +8.2% | +6.2% |
| 3M | -0.6% | +3.1% | -3.8% | -1.4% |
| 6M | +0.1% | +21.8% | -21.7% | -5.3% |
| YTD | -0.9% | +13.3% | -14.2% | -5.7% |
| 1Y | -1.6% | +20.1% | -21.7% | -8.3% |
| All | -1.6% | +12.7% | -14.3% | -8.3% |
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