+945.5%
HOOD vs EQH
+97.5%
+848.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.7% |
| 7D | -9.1% | -1.8% | -7.4% | -7.5% |
| 30D | +20.1% | +2.4% | +17.6% | +17.2% |
| 3M | +31.2% | +26.3% | +4.9% | +2.1% |
| 6M | +44.3% | +35.8% | +8.5% | +2.9% |
| YTD | +0.2% | +12.7% | -12.5% | -12.3% |
| 1Y | -3.5% | +2.5% | -6.0% | -7.7% |
| All | +945.5% | +97.5% | +848.0% | +483.2% |
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