+392.8%
HL vs EQH
+100.2%
+292.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.7% |
| 7D | -4.4% | +0.7% | -5.1% | -4.6% |
| 30D | +9.3% | +2.8% | +6.5% | +8.0% |
| 3M | +32.0% | +23.1% | +8.9% | +22.4% |
| 6M | -6.4% | +41.4% | -47.8% | -18.1% |
| YTD | +3.1% | +14.3% | -11.1% | -2.8% |
| 1Y | +77.6% | +1.6% | +76.0% | +74.7% |
| 3Y | +392.8% | +102.7% | +290.1% | +193.7% |
| All | +392.8% | +100.2% | +292.6% | +193.7% |
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 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