+56.4%
HUM vs EQH
+234.7%
-178.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.9% |
| 7D | +2.1% | +0.7% | +1.3% | +1.8% |
| 30D | +5.4% | +2.8% | +2.6% | +4.5% |
| 3M | +11.4% | +23.1% | -11.7% | +4.6% |
| 6M | +141.5% | +41.4% | +100.1% | +116.2% |
| YTD | +61.2% | +14.3% | +46.9% | +53.3% |
| 1Y | +49.2% | +1.6% | +47.6% | +46.8% |
| 3Y | -9.0% | +102.7% | -111.8% | -29.4% |
| 5Y | +7.2% | +104.5% | -97.4% | -20.3% |
| All | +56.4% | +234.7% | -178.3% | -12.8% |
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