+75.6%
HST vs EQH
+18.6%
+57.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.9% |
| 7D | +3.3% | +2.8% | +0.5% | +2.7% |
| 30D | +16.4% | +3.9% | +12.4% | +15.3% |
| 3M | +5.5% | +16.3% | -10.8% | +1.3% |
| 6M | +31.1% | +37.1% | -6.0% | +20.0% |
| YTD | +55.9% | +20.2% | +35.7% | +46.0% |
| 1Y | +75.6% | +17.9% | +57.7% | +64.7% |
| All | +75.6% | +18.6% | +57.0% | +64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling