+238.2%
HL vs QBTS
+71.2%
+166.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -3.9% |
| 7D | -5.6% | -1.0% | -4.7% | -5.6% |
| 30D | +12.7% | -17.6% | +30.4% | +13.7% |
| 3M | +42.5% | -28.3% | +70.9% | +44.4% |
| 6M | -9.0% | -11.2% | +2.2% | -8.9% |
| YTD | +4.4% | -36.3% | +40.7% | +5.5% |
| 1Y | +82.7% | +3.9% | +78.8% | +81.0% |
| 3Y | +406.3% | +1,728.8% | -1,322.5% | +349.7% |
| 5Y | +238.2% | +70.9% | +167.3% | +160.2% |
| All | +238.2% | +71.2% | +166.9% | +160.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling