+0.5%
QBTS vs ALHC
-60.6%
+61.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.5% | -5.1% | -7.5% |
| 7D | +8.7% | -0.8% | +9.5% | +8.7% |
| 30D | -26.5% | -9.6% | -16.8% | -26.2% |
| 3M | -52.6% | -44.5% | -8.0% | -51.9% |
| 6M | -56.0% | -59.2% | +3.2% | -55.0% |
| YTD | -62.4% | -62.0% | -0.3% | -61.5% |
| 1Y | -62.7% | -54.8% | -7.9% | -62.1% |
| 3Y | +1,266.7% | +25.0% | +1,241.7% | +1,173.0% |
| 5Y | +0.2% | -65.3% | +65.5% | +0.4% |
| All | +0.5% | -60.6% | +61.1% | +0.3% |
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