+223.3%
HOOD vs EQH
+101.0%
+122.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.9% |
| 7D | -7.8% | +0.7% | -8.5% | -8.4% |
| 30D | +18.6% | +2.8% | +15.8% | +15.8% |
| 3M | +22.1% | +23.1% | -1.0% | +1.1% |
| 6M | +43.1% | +41.4% | +1.7% | +4.6% |
| YTD | -0.5% | +14.3% | -14.7% | -11.9% |
| 1Y | -4.4% | +1.6% | -6.0% | -7.2% |
| 3Y | +938.5% | +102.7% | +835.8% | +532.3% |
| 5Y | +173.4% | +104.5% | +68.9% | +83.7% |
| All | +223.3% | +101.0% | +122.3% | +111.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling