+8.4%
QBTS vs ALHC
-16.6%
+25.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.4% | -0.6% | -1.8% | -2.4% |
| 30D | -22.5% | -1.0% | -21.5% | -22.5% |
| 3M | -40.0% | -10.2% | -29.9% | -39.1% |
| 6M | -12.3% | -28.3% | +16.0% | -11.0% |
| YTD | -36.6% | -31.4% | -5.2% | -35.1% |
| 1Y | +8.4% | -16.9% | +25.4% | +11.6% |
| All | +8.4% | -16.6% | +25.1% | +11.6% |
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