+8.5%
QBTS vs ALHC
-64.2%
+72.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.9% | +20.9% | +18.1% |
| 7D | +0.3% | +1.0% | -0.7% | +0.3% |
| 30D | -29.8% | -14.2% | -15.7% | -29.5% |
| 3M | -45.0% | -45.1% | +0.2% | -44.1% |
| 6M | -55.2% | -59.5% | +4.4% | -54.1% |
| YTD | -59.2% | -62.8% | +3.7% | -58.1% |
| 1Y | -62.4% | -55.5% | -6.9% | -61.7% |
| 3Y | +1,264.0% | +25.7% | +1,238.3% | +1,155.0% |
| All | +8.5% | -64.2% | +72.7% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling