-94.3%
HTZ vs EQH
+107.3%
-201.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.8% |
| 7D | -14.0% | +5.1% | -19.1% | -17.3% |
| 30D | -19.8% | +4.7% | -24.5% | -21.6% |
| 3M | -45.0% | +7.2% | -52.2% | -47.6% |
| 6M | -73.2% | +38.9% | -112.1% | -78.9% |
| YTD | -70.0% | +19.2% | -89.2% | -73.8% |
| 1Y | -75.7% | +25.5% | -101.3% | -79.6% |
| 3Y | -82.1% | +125.2% | -207.2% | -90.8% |
| 5Y | -94.3% | +81.6% | -175.9% | -96.6% |
| All | -94.3% | +107.3% | -201.6% | -97.0% |
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