+220.5%
EQH vs HRB
+127.4%
+93.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -1.8% | -12.2% | +10.4% | +3.2% |
| 30D | +2.4% | -3.0% | +5.4% | +2.8% |
| 3M | +26.3% | +21.7% | +4.6% | +14.7% |
| 6M | +35.8% | +52.3% | -16.5% | +9.6% |
| YTD | +12.7% | +6.5% | +6.2% | +6.0% |
| 1Y | +2.5% | -6.7% | +9.1% | +1.8% |
| 3Y | +98.6% | +25.1% | +73.5% | +64.8% |
| 5Y | +101.7% | +113.8% | -12.1% | +21.5% |
| All | +220.5% | +127.4% | +93.1% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling