-63.3%
QBTS vs ALHC
-53.4%
-9.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | +2.6% | -5.5% | +8.1% | +2.9% |
| 30D | -22.5% | -4.9% | -17.5% | -22.4% |
| 3M | -47.4% | -41.7% | -5.6% | -47.1% |
| 6M | -55.7% | -55.2% | -0.5% | -54.3% |
| YTD | -59.3% | -61.1% | +1.8% | -60.0% |
| 1Y | -63.3% | -53.3% | -9.9% | -68.7% |
| All | -63.3% | -53.4% | -9.9% | -68.7% |
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