+185.9%
HALO vs EQH
+100.2%
+85.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +5.3% | +2.8% | +2.5% | +4.5% |
| 3M | +51.6% | +23.1% | +28.5% | +43.2% |
| 6M | +61.3% | +41.4% | +19.9% | +45.6% |
| YTD | +59.3% | +14.3% | +45.0% | +52.5% |
| 1Y | +38.3% | +1.6% | +36.7% | +36.9% |
| 3Y | +185.9% | +102.7% | +83.2% | +91.8% |
| All | +185.9% | +100.2% | +85.6% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling