+164.3%
HL vs QBTS
-6.7%
+171.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +1.0% | -1.7% |
| 7D | -11.1% | -10.5% | -0.6% | -10.6% |
| 30D | -12.1% | -20.5% | +8.5% | -11.1% |
| 3M | -26.1% | -54.3% | +28.2% | -23.2% |
| 6M | -37.7% | -55.4% | +17.7% | -35.5% |
| YTD | -31.7% | -63.4% | +31.7% | -29.1% |
| 1Y | -11.6% | -59.1% | +47.5% | -8.7% |
| 3Y | +249.6% | +1,216.8% | -967.2% | +218.7% |
| 5Y | +108.5% | -2.6% | +111.2% | +72.5% |
| All | +164.3% | -6.7% | +171.0% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling