+129.2%
HSY vs EQH
+234.7%
-105.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | -5.2% | +2.8% | -8.0% | -5.6% |
| 3M | -3.4% | +23.1% | -26.5% | -6.1% |
| 6M | -19.2% | +41.4% | -60.6% | -23.1% |
| YTD | -2.6% | +14.3% | -16.9% | -4.8% |
| 1Y | -3.8% | +1.6% | -5.4% | -4.5% |
| 3Y | -10.6% | +102.7% | -113.3% | -22.5% |
| 5Y | +12.3% | +104.5% | -92.2% | -4.9% |
| All | +129.2% | +234.7% | -105.5% | +57.4% |
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