-94.0%
HTZ vs EQH
+106.5%
-200.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -4.5% |
| 7D | -16.4% | +2.1% | -18.5% | -17.0% |
| 30D | -15.1% | +4.7% | -19.8% | -17.1% |
| 3M | -28.2% | +7.6% | -35.7% | -32.0% |
| 6M | -73.1% | +31.9% | -104.9% | -78.0% |
| YTD | -68.3% | +18.7% | -87.0% | -72.2% |
| 1Y | -75.2% | +25.7% | -100.9% | -79.2% |
| 3Y | -81.1% | +129.1% | -210.3% | -90.4% |
| 5Y | -95.0% | +82.3% | -177.3% | -97.1% |
| All | -94.0% | +106.5% | -200.4% | -96.8% |
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