-82.5%
HTZ vs EQH
+128.3%
-210.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.2% | -8.2% | -8.1% |
| 7D | -27.5% | +0.5% | -28.1% | -27.2% |
| 30D | -21.9% | +4.9% | -26.8% | -23.7% |
| 3M | -29.2% | +5.4% | -34.7% | -31.7% |
| 6M | -75.2% | +32.1% | -107.3% | -79.6% |
| YTD | -70.8% | +19.0% | -89.8% | -74.3% |
| 1Y | -76.1% | +27.8% | -103.9% | -80.1% |
| 3Y | -82.5% | +124.8% | -207.3% | -92.9% |
| All | -82.5% | +128.3% | -210.8% | -92.9% |
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