+72.8%
HCA vs EQH
+102.2%
-29.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | +5.4% | +0.7% | +4.7% | +5.2% |
| 30D | +3.0% | +2.8% | +0.1% | +2.1% |
| 3M | +13.0% | +23.1% | -10.1% | +6.9% |
| 6M | -20.3% | +41.4% | -61.7% | -27.5% |
| YTD | -8.2% | +14.3% | -22.5% | -12.1% |
| 1Y | +6.7% | +1.6% | +5.1% | +5.3% |
| 3Y | +60.4% | +102.7% | -42.3% | +18.3% |
| All | +72.8% | +102.2% | -29.4% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling