+49.0%
HST vs EQH
+234.7%
-185.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | -0.3% |
| 7D | +0.9% | +0.7% | +0.1% | +0.4% |
| 30D | -2.5% | +2.8% | -5.3% | -4.2% |
| 3M | -5.1% | +23.1% | -28.2% | -16.2% |
| 6M | +21.6% | +41.4% | -19.8% | -1.8% |
| YTD | +31.6% | +14.3% | +17.4% | +19.3% |
| 1Y | +36.1% | +1.6% | +34.5% | +31.1% |
| 3Y | +66.5% | +102.7% | -36.2% | +3.0% |
| 5Y | +76.6% | +104.5% | -28.0% | +6.0% |
| All | +49.0% | +234.7% | -185.7% | -32.5% |
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