+52.6%
XOM vs EQH
+18.6%
+34.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.2% | -4.4% |
| 7D | -7.0% | +2.8% | -9.8% | -6.6% |
| 30D | +3.2% | +3.9% | -0.7% | +3.9% |
| 3M | +10.7% | +16.3% | -5.7% | +13.3% |
| 6M | +11.6% | +37.1% | -25.5% | +17.0% |
| YTD | +43.5% | +20.2% | +23.3% | +53.9% |
| 1Y | +52.6% | +17.9% | +34.7% | +63.7% |
| All | +52.6% | +18.6% | +34.0% | +63.7% |
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 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