+271.3%
HBM vs EQH
+234.7%
+36.6%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.4% |
| 7D | -3.3% | +0.7% | -4.0% | -3.9% |
| 30D | -4.8% | +2.8% | -7.7% | -7.1% |
| 3M | -0.4% | +23.1% | -23.5% | -13.9% |
| 6M | +17.9% | +41.4% | -23.5% | -8.2% |
| YTD | +33.7% | +14.3% | +19.5% | +18.6% |
| 1Y | +95.6% | +1.6% | +94.0% | +85.9% |
| 3Y | +458.1% | +102.7% | +355.4% | +215.2% |
| 5Y | +329.0% | +104.5% | +224.5% | +136.3% |
| All | +271.3% | +234.7% | +36.6% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling