+46.6%
XYZ vs EQH
+226.5%
-180.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.1% |
| 7D | +2.9% | +5.4% | -2.6% | -0.7% |
| 30D | +1.4% | +1.0% | +0.4% | +0.7% |
| 3M | +14.6% | +26.7% | -12.2% | -2.8% |
| 6M | +20.8% | +34.4% | -13.6% | -2.2% |
| YTD | +23.1% | +11.5% | +11.6% | +12.6% |
| 1Y | +5.6% | +0.4% | +5.2% | +3.3% |
| 3Y | +50.9% | +96.5% | -45.6% | -5.8% |
| 5Y | -68.6% | +93.4% | -161.9% | -79.4% |
| All | +46.6% | +226.5% | -180.0% | -38.3% |
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 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