+80.5%
QBTS vs ALHC
-29.3%
+109.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +6.6% |
| 7D | +6.8% | -1.0% | +7.8% | +6.9% |
| 30D | -14.9% | -6.3% | -8.6% | -14.8% |
| 3M | -31.6% | -12.3% | -19.3% | -31.5% |
| 6M | -4.9% | -27.0% | +22.1% | -4.5% |
| YTD | -32.4% | -31.8% | -0.6% | -31.9% |
| 1Y | +14.6% | -17.0% | +31.6% | +14.7% |
| 3Y | +1,839.6% | +159.8% | +1,679.8% | +1,666.2% |
| 5Y | +81.2% | -25.1% | +106.4% | +78.7% |
| All | +80.5% | -29.3% | +109.8% | +77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling