+86.2%
HAS vs EQH
+252.0%
-165.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +1.4% | +6.5% | -5.2% | -1.4% |
| 30D | +26.3% | +6.1% | +20.2% | +23.0% |
| 3M | +25.6% | +6.2% | +19.3% | +21.9% |
| 6M | +30.3% | +38.1% | -7.8% | +11.8% |
| YTD | +50.4% | +20.2% | +30.2% | +35.9% |
| 1Y | +57.7% | +27.6% | +30.1% | +38.7% |
| 3Y | +213.4% | +128.8% | +84.6% | +103.4% |
| 5Y | +49.1% | +83.1% | -34.1% | +4.0% |
| All | +86.2% | +252.0% | -165.9% | -13.4% |
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