+64.1%
QBTS vs FHN
+134.4%
-70.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.1% |
| 7D | -1.0% | -0.8% | -0.1% | -0.6% |
| 30D | -17.6% | -2.6% | -15.0% | -16.6% |
| 3M | -28.3% | +0.8% | -29.2% | -28.9% |
| 6M | -11.2% | +9.2% | -20.4% | -15.1% |
| YTD | -36.3% | +5.1% | -41.4% | -38.0% |
| 1Y | +3.9% | +12.2% | -8.3% | -2.1% |
| 3Y | +1,728.8% | +132.4% | +1,596.4% | +1,207.2% |
| 5Y | +70.9% | +91.1% | -20.2% | +26.1% |
| All | +64.1% | +134.4% | -70.2% | +24.0% |
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