-65.1%
QBTS vs ALHC
-51.4%
-13.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.1% | -10.1% | -0.1% |
| 7D | -11.8% | -0.5% | -11.3% | -11.9% |
| 30D | -33.6% | -4.2% | -29.4% | -33.6% |
| 3M | -52.5% | -39.8% | -12.7% | -52.2% |
| 6M | -50.4% | -57.7% | +7.4% | -47.5% |
| YTD | -60.3% | -58.8% | -1.5% | -61.2% |
| 1Y | -65.1% | -52.4% | -12.7% | -69.6% |
| All | -65.1% | -51.4% | -13.7% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling