+548.7%
HUT vs EQH
+234.7%
+314.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.4% | +7.4% | +7.9% |
| 7D | +5.4% | +0.7% | +4.7% | +4.8% |
| 30D | +8.6% | +2.8% | +5.8% | +6.0% |
| 3M | -15.2% | +23.1% | -38.3% | -28.1% |
| 6M | +92.9% | +41.4% | +51.5% | +46.8% |
| YTD | +114.6% | +14.3% | +100.4% | +90.6% |
| 1Y | +208.5% | +1.6% | +206.9% | +197.9% |
| 3Y | +821.5% | +102.7% | +718.8% | +484.7% |
| 5Y | +101.8% | +104.5% | -2.7% | +36.1% |
| All | +548.7% | +234.7% | +314.0% | +274.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling