+159.4%
HUBB vs EQH
+102.2%
+57.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.2% |
| 7D | -0.1% | +0.7% | -0.8% | -0.4% |
| 30D | -10.0% | +2.8% | -12.8% | -11.0% |
| 3M | -1.6% | +23.1% | -24.7% | -9.9% |
| 6M | -3.1% | +41.4% | -44.5% | -17.2% |
| YTD | +4.6% | +14.3% | -9.7% | -2.4% |
| 1Y | +3.3% | +1.6% | +1.7% | +1.1% |
| 3Y | +46.6% | +102.7% | -56.1% | +6.1% |
| All | +159.4% | +102.2% | +57.1% | +80.9% |
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