-5.8%
QBTS vs FHN
+124.3%
-130.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -3.1% |
| 7D | -10.5% | +2.1% | -12.6% | -11.4% |
| 30D | -20.5% | +3.8% | -24.3% | -21.9% |
| 3M | -54.3% | -8.9% | -45.3% | -52.0% |
| 6M | -55.4% | +1.8% | -57.2% | -56.0% |
| YTD | -63.4% | +0.6% | -64.0% | -63.6% |
| 1Y | -59.1% | +12.9% | -72.1% | -61.6% |
| 3Y | +1,216.8% | +126.4% | +1,090.4% | +857.5% |
| 5Y | -2.6% | +62.3% | -64.9% | -26.1% |
| All | -5.8% | +124.3% | -130.1% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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