+299.0%
HL vs QBTS
+63.9%
+235.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | -4.4% | +1.3% | -5.7% | -4.4% |
| 30D | +9.3% | -19.0% | +28.3% | +10.4% |
| 3M | +32.0% | -29.5% | +61.5% | +33.8% |
| 6M | -6.4% | -11.2% | +4.7% | -6.4% |
| YTD | +3.1% | -35.8% | +38.9% | +4.2% |
| 1Y | +77.6% | +1.7% | +75.9% | +76.0% |
| 3Y | +392.8% | +1,470.1% | -1,077.3% | +337.7% |
| 5Y | +234.1% | +72.3% | +161.8% | +168.5% |
| All | +299.0% | +63.9% | +235.1% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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