+257.2%
XOM vs EQH
+102.2%
+155.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | +4.1% | +0.7% | +3.4% | +3.9% |
| 30D | +4.6% | +2.8% | +1.7% | +3.8% |
| 3M | +14.0% | +23.1% | -9.1% | +8.3% |
| 6M | +11.0% | +41.4% | -30.4% | +1.2% |
| YTD | +40.7% | +14.3% | +26.4% | +35.4% |
| 1Y | +52.3% | +1.6% | +50.7% | +51.3% |
| 3Y | +60.5% | +102.7% | -42.3% | +24.2% |
| All | +257.2% | +102.2% | +155.0% | +151.4% |
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