-46.7%
Z vs EQH
+250.5%
-297.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -13.1% | -0.5% | -12.6% | -12.7% |
| 30D | +5.9% | +4.4% | +1.5% | +3.9% |
| 3M | -13.7% | +8.8% | -22.5% | -17.1% |
| 6M | -27.1% | +38.1% | -65.3% | -38.5% |
| YTD | -56.8% | +19.7% | -76.5% | -60.9% |
| 1Y | -60.2% | +27.8% | -88.0% | -65.2% |
| 3Y | -19.7% | +126.1% | -145.8% | -49.2% |
| 5Y | -53.7% | +83.3% | -137.0% | -68.1% |
| All | -46.7% | +250.5% | -297.2% | -77.2% |
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