+138.4%
HLT vs EQH
+102.2%
+36.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | -5.0% | +2.8% | -7.9% | -6.3% |
| 3M | -10.4% | +23.1% | -33.5% | -18.8% |
| 6M | +3.2% | +41.4% | -38.2% | -12.9% |
| YTD | +6.7% | +14.3% | -7.5% | -1.2% |
| 1Y | +10.3% | +1.6% | +8.7% | +7.5% |
| 3Y | +99.3% | +102.7% | -3.4% | +31.1% |
| All | +138.4% | +102.2% | +36.2% | +49.4% |
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