+380.3%
HWM vs EQH
+97.5%
+282.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | -12.5% | -1.8% | -10.8% | -11.8% |
| 30D | -19.0% | +2.4% | -21.4% | -19.8% |
| 3M | -8.6% | +26.3% | -34.9% | -17.7% |
| 6M | -10.2% | +35.8% | -46.0% | -22.4% |
| YTD | +11.3% | +12.7% | -1.3% | +4.4% |
| 1Y | +24.3% | +2.5% | +21.8% | +21.8% |
| All | +380.3% | +97.5% | +282.9% | +261.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling