+353.0%
HPE vs EQH
+234.7%
+118.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.4% | +11.0% | +11.7% |
| 7D | +19.4% | +0.7% | +18.7% | +18.9% |
| 30D | +5.6% | +2.8% | +2.8% | +4.0% |
| 3M | +33.1% | +23.1% | +10.0% | +17.8% |
| 6M | +192.5% | +41.4% | +151.1% | +138.0% |
| YTD | +160.9% | +14.3% | +146.7% | +138.6% |
| 1Y | +155.0% | +1.6% | +153.4% | +148.1% |
| 3Y | +289.4% | +102.7% | +186.7% | +156.2% |
| 5Y | +395.7% | +104.5% | +291.1% | +215.8% |
| All | +353.0% | +234.7% | +118.3% | +109.1% |
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