+101.9%
EQH vs HRB
+114.1%
-12.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +0.7% | -8.0% | +8.7% | +2.7% |
| 30D | +2.8% | -16.0% | +18.8% | +7.0% |
| 3M | +23.1% | +26.9% | -3.8% | +15.1% |
| 6M | +41.4% | +51.1% | -9.7% | +24.6% |
| YTD | +14.3% | +7.1% | +7.2% | +11.4% |
| 1Y | +1.6% | -9.6% | +11.2% | +4.1% |
| 3Y | +102.7% | +25.4% | +77.3% | +81.5% |
| All | +101.9% | +114.1% | -12.2% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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