+47.9%
HST vs EQH
+226.5%
-178.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.0% |
| 7D | +2.0% | +5.4% | -3.4% | -1.1% |
| 30D | -5.2% | +1.0% | -6.2% | -6.1% |
| 3M | -6.2% | +26.7% | -33.0% | -18.6% |
| 6M | +20.4% | +34.4% | -13.9% | +0.1% |
| YTD | +30.6% | +11.5% | +19.2% | +20.0% |
| 1Y | +37.4% | +0.4% | +36.9% | +33.0% |
| 3Y | +66.1% | +96.5% | -30.4% | +4.6% |
| 5Y | +73.7% | +93.4% | -19.6% | +7.7% |
| All | +47.9% | +226.5% | -178.6% | -32.1% |
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 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