-47.7%
QS vs EQH
+180.5%
-228.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.4% |
| 7D | -5.0% | -1.8% | -3.2% | -3.9% |
| 30D | -18.3% | +2.4% | -20.7% | -20.0% |
| 3M | -26.0% | +26.3% | -52.3% | -37.8% |
| 6M | -24.0% | +35.8% | -59.9% | -40.2% |
| YTD | -50.3% | +12.7% | -63.0% | -55.3% |
| 1Y | -38.0% | +2.5% | -40.4% | -40.5% |
| 3Y | -24.6% | +98.6% | -123.2% | -56.9% |
| 5Y | -75.4% | +101.7% | -177.1% | -85.5% |
| All | -47.7% | +180.5% | -228.2% | -67.9% |
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 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