-10.6%
HSY vs EQH
+100.2%
-110.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.6% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | -5.2% | +2.8% | -8.0% | -5.1% |
| 3M | -3.4% | +23.1% | -26.5% | -2.8% |
| 6M | -19.2% | +41.4% | -60.6% | -18.4% |
| YTD | -2.6% | +14.3% | -16.9% | -1.9% |
| 1Y | -3.8% | +1.6% | -5.4% | -3.2% |
| 3Y | -10.6% | +102.7% | -113.3% | -12.2% |
| All | -10.6% | +100.2% | -110.9% | -12.2% |
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