+392.8%
HL vs QBTS
+1,716.2%
-1,323.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -4.4% | +1.3% | -5.7% | -4.5% |
| 30D | +9.3% | -19.0% | +28.3% | +10.9% |
| 3M | +32.0% | -29.5% | +61.5% | +34.7% |
| 6M | -6.4% | -11.2% | +4.7% | -6.3% |
| YTD | +3.1% | -35.8% | +38.9% | +4.6% |
| 1Y | +77.6% | +1.7% | +75.9% | +75.0% |
| 3Y | +392.8% | +1,470.1% | -1,077.3% | +265.7% |
| All | +392.8% | +1,716.2% | -1,323.4% | +265.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling