+1,596.0%
HWM vs EQH
+234.7%
+1,361.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | -0.1% |
| 7D | -11.4% | +0.7% | -12.2% | -11.8% |
| 30D | -18.5% | +2.8% | -21.3% | -20.0% |
| 3M | -13.2% | +23.1% | -36.3% | -24.3% |
| 6M | -8.7% | +41.4% | -50.1% | -28.0% |
| YTD | +12.2% | +14.3% | -2.1% | +0.2% |
| 1Y | +24.9% | +1.6% | +23.3% | +19.5% |
| 3Y | +383.9% | +102.7% | +281.2% | +180.0% |
| 5Y | +646.1% | +104.5% | +541.6% | +312.0% |
| All | +1,596.0% | +234.7% | +1,361.3% | +512.9% |
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 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