+531.1%
HUT vs EQH
+226.9%
+304.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +18.9% | +1.1% | +17.8% | +18.0% |
| 30D | +12.0% | -1.1% | +13.1% | +12.2% |
| 3M | -14.9% | +25.0% | -39.9% | -28.5% |
| 6M | +96.8% | +33.9% | +62.9% | +55.5% |
| YTD | +108.8% | +11.6% | +97.2% | +88.5% |
| 1Y | +227.4% | +1.5% | +225.9% | +216.2% |
| 3Y | +760.3% | +96.7% | +663.6% | +457.0% |
| 5Y | +86.1% | +93.9% | -7.8% | +29.2% |
| All | +531.1% | +226.9% | +304.2% | +269.8% |
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