+258.9%
HBM vs EQH
+236.8%
+22.1%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.8% |
| 7D | -6.5% | +1.3% | -7.9% | -7.5% |
| 30D | -3.9% | +1.1% | -5.0% | -5.1% |
| 3M | -7.8% | +22.7% | -30.5% | -20.2% |
| 6M | +23.7% | +46.2% | -22.5% | -5.8% |
| YTD | +29.2% | +15.0% | +14.3% | +14.1% |
| 1Y | +89.6% | +2.0% | +87.6% | +79.8% |
| 3Y | +412.5% | +98.2% | +314.4% | +194.3% |
| 5Y | +320.0% | +107.5% | +212.5% | +129.1% |
| All | +258.9% | +236.8% | +22.1% | +36.7% |
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