+39.5%
HAS vs EQH
+226.5%
-187.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.6% |
| 7D | -3.1% | +5.4% | -8.5% | -5.4% |
| 30D | -2.7% | +1.0% | -3.7% | -3.4% |
| 3M | +8.9% | +26.7% | -17.8% | -2.4% |
| 6M | -2.9% | +34.4% | -37.3% | -16.0% |
| YTD | +12.6% | +11.5% | +1.2% | +5.4% |
| 1Y | +17.5% | +0.4% | +17.1% | +14.7% |
| 3Y | +46.2% | +96.5% | -50.3% | +1.4% |
| 5Y | +12.6% | +93.4% | -80.8% | -23.8% |
| All | +39.5% | +226.5% | -187.1% | -32.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling