+46.4%
HAS vs EQH
+97.5%
-51.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.0% |
| 7D | -3.1% | -1.8% | -1.3% | -2.5% |
| 30D | -6.4% | +2.4% | -8.8% | -7.2% |
| 3M | +10.4% | +26.3% | -15.9% | +1.7% |
| 6M | -3.7% | +35.8% | -39.5% | -14.1% |
| YTD | +12.5% | +12.7% | -0.2% | +6.9% |
| 1Y | +19.8% | +2.5% | +17.4% | +17.7% |
| All | +46.4% | +97.5% | -51.1% | +8.5% |
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 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