+302.9%
HPE vs EQH
+230.1%
+72.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.0% | -7.2% | -6.8% |
| 7D | +1.4% | -1.8% | +3.2% | +2.3% |
| 30D | +1.5% | +2.4% | -0.9% | +0.2% |
| 3M | +21.7% | +26.3% | -4.6% | +6.1% |
| 6M | +164.2% | +35.8% | +128.4% | +119.6% |
| YTD | +132.1% | +12.7% | +119.4% | +113.7% |
| 1Y | +130.6% | +2.5% | +128.2% | +123.2% |
| 3Y | +244.1% | +98.6% | +145.5% | +128.8% |
| 5Y | +340.8% | +101.7% | +239.1% | +182.8% |
| All | +302.9% | +230.1% | +72.9% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling