+65.7%
HST vs EQH
+97.5%
-31.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | +0.7% | -1.8% | +2.4% | +1.4% |
| 30D | -0.7% | +2.4% | -3.1% | -1.8% |
| 3M | -4.0% | +26.3% | -30.3% | -13.7% |
| 6M | +20.7% | +35.8% | -15.1% | +4.2% |
| YTD | +31.0% | +12.7% | +18.4% | +22.8% |
| 1Y | +36.2% | +2.5% | +33.8% | +33.0% |
| All | +65.7% | +97.5% | -31.7% | +13.5% |
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 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