-95.0%
HTZ vs EQH
+68.6%
-163.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.5% | -7.9% | -8.0% |
| 7D | -14.6% | -2.2% | -12.4% | -12.2% |
| 30D | -20.8% | -1.1% | -19.7% | -19.2% |
| 3M | -18.8% | +0.9% | -19.8% | -19.3% |
| 6M | -74.7% | +22.1% | -96.8% | -78.0% |
| YTD | -68.1% | +12.8% | -80.9% | -70.9% |
| 1Y | -73.5% | +20.5% | -94.0% | -77.0% |
| 3Y | -81.8% | +113.2% | -195.0% | -90.2% |
| All | -95.0% | +68.6% | -163.6% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling