+4.5%
HD vs EQH
+94.3%
-89.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | -3.9% | -1.8% | -2.1% | -3.4% |
| 30D | -13.1% | +2.4% | -15.6% | -13.9% |
| 3M | -3.4% | +26.3% | -29.7% | -10.7% |
| 6M | -12.6% | +35.8% | -48.4% | -21.4% |
| YTD | -9.2% | +12.7% | -21.9% | -13.7% |
| 1Y | -23.9% | +2.5% | -26.4% | -25.5% |
| 3Y | +0.4% | +98.6% | -98.2% | -25.3% |
| 5Y | +4.5% | +101.7% | -97.2% | -24.9% |
| All | +4.5% | +94.3% | -89.8% | -24.9% |
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