-19.4%
HAL vs EQH
+234.7%
-254.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.6% |
| 7D | -3.3% | +0.7% | -4.0% | -3.8% |
| 30D | +8.2% | +2.8% | +5.3% | +5.6% |
| 3M | -9.4% | +23.1% | -32.5% | -23.0% |
| 6M | +0.6% | +41.4% | -40.8% | -24.6% |
| YTD | +28.6% | +14.3% | +14.3% | +11.3% |
| 1Y | +63.9% | +1.6% | +62.3% | +53.3% |
| 3Y | -7.1% | +102.7% | -109.8% | -52.4% |
| 5Y | +102.3% | +104.5% | -2.2% | -3.4% |
| All | -19.4% | +234.7% | -254.1% | -73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling