+17.2%
QBTS vs ALHC
-61.8%
+79.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.4% |
| 7D | +13.7% | +3.9% | +9.8% | +13.6% |
| 30D | -21.3% | -3.6% | -17.6% | -21.2% |
| 3M | -44.7% | -49.4% | +4.7% | -43.8% |
| 6M | -49.2% | -59.5% | +10.3% | -48.1% |
| YTD | -56.1% | -63.2% | +7.1% | -55.1% |
| 1Y | -61.1% | -55.5% | -5.6% | -60.4% |
| 3Y | +1,511.0% | +23.0% | +1,487.9% | +1,400.4% |
| 5Y | +16.6% | -65.7% | +82.3% | +16.9% |
| All | +17.2% | -61.8% | +79.0% | +17.0% |
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