+20.0%
YUM vs EQH
+102.2%
-82.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.3% |
| 7D | -6.1% | +0.7% | -6.8% | -6.2% |
| 30D | -5.8% | +2.8% | -8.7% | -6.3% |
| 3M | -7.6% | +23.1% | -30.7% | -11.1% |
| 6M | -9.1% | +41.4% | -50.5% | -14.9% |
| YTD | -5.5% | +14.3% | -19.8% | -8.3% |
| 1Y | -3.7% | +1.6% | -5.3% | -4.5% |
| 3Y | +17.8% | +102.7% | -84.9% | -3.4% |
| All | +20.0% | +102.2% | -82.2% | -3.6% |
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