-93.4%
HTZ vs EQH
+97.2%
-190.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.7% | -15.1% | -16.5% |
| 7D | -7.7% | -3.1% | -4.6% | -4.5% |
| 30D | -13.1% | -2.9% | -10.2% | -10.2% |
| 3M | +14.7% | +3.1% | +11.6% | +12.5% |
| 6M | -70.6% | +21.8% | -92.4% | -74.4% |
| YTD | -65.2% | +13.3% | -78.5% | -68.4% |
| 1Y | -73.2% | +20.1% | -93.3% | -76.7% |
| 3Y | -80.8% | +105.9% | -186.7% | -89.4% |
| 5Y | -94.8% | +70.7% | -165.5% | -96.8% |
| All | -93.4% | +97.2% | -190.5% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling