+1,610.2%
HWM vs EQH
+226.5%
+1,383.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.7% | -9.0% | -9.6% |
| 7D | -9.2% | +5.4% | -14.6% | -12.1% |
| 30D | -17.9% | +1.0% | -18.9% | -18.5% |
| 3M | -6.0% | +26.7% | -32.8% | -19.5% |
| 6M | -7.4% | +34.4% | -41.7% | -24.6% |
| YTD | +13.1% | +11.5% | +1.6% | +2.6% |
| 1Y | +29.3% | +0.4% | +28.9% | +24.6% |
| 3Y | +389.9% | +96.5% | +293.4% | +189.2% |
| 5Y | +655.5% | +93.4% | +562.2% | +333.4% |
| All | +1,610.2% | +226.5% | +1,383.7% | +527.7% |
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