-94.4%
HTZ vs EQH
+109.0%
-203.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.2% |
| 7D | -8.5% | +6.5% | -15.1% | -12.9% |
| 30D | -18.9% | +6.1% | -25.0% | -21.6% |
| 3M | -36.0% | +6.2% | -42.3% | -38.5% |
| 6M | -74.6% | +38.1% | -112.6% | -79.9% |
| YTD | -70.8% | +20.2% | -91.0% | -74.7% |
| 1Y | -75.3% | +27.6% | -102.9% | -79.5% |
| 3Y | -81.6% | +128.8% | -210.4% | -90.7% |
| 5Y | -94.4% | +83.1% | -177.6% | -96.7% |
| All | -94.4% | +109.0% | -203.5% | -97.1% |
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 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