+94.5%
YUM vs EQH
+234.7%
-140.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.5% |
| 7D | -6.1% | +0.7% | -6.8% | -6.3% |
| 30D | -5.8% | +2.8% | -8.7% | -6.7% |
| 3M | -7.6% | +23.1% | -30.7% | -13.4% |
| 6M | -9.1% | +41.4% | -50.5% | -18.8% |
| YTD | -5.5% | +14.3% | -19.8% | -10.4% |
| 1Y | -3.7% | +1.6% | -5.3% | -5.6% |
| 3Y | +17.8% | +102.7% | -84.9% | -11.9% |
| 5Y | +19.3% | +104.5% | -85.3% | -14.2% |
| All | +94.5% | +234.7% | -140.2% | -1.1% |
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