+54.8%
XYZ vs EQH
+252.0%
-197.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.3% |
| 7D | -1.1% | +6.5% | -7.6% | -5.1% |
| 30D | +11.5% | +6.1% | +5.4% | +7.3% |
| 3M | +1.8% | +6.2% | -4.5% | -2.3% |
| 6M | +21.2% | +38.1% | -16.9% | -3.1% |
| YTD | +29.9% | +20.2% | +9.8% | +13.0% |
| 1Y | +35.8% | +27.6% | +8.2% | +13.4% |
| 3Y | +62.6% | +128.8% | -66.2% | -8.4% |
| 5Y | -62.8% | +83.1% | -145.9% | -75.3% |
| All | +54.8% | +252.0% | -197.2% | -38.1% |
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