+3.3%
QBTS vs FHN
+124.6%
-121.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.1% | -8.8% | -8.7% |
| 7D | +1.1% | +0.9% | +0.2% | +0.8% |
| 30D | -28.1% | +2.1% | -30.2% | -28.7% |
| 3M | -48.1% | -6.0% | -42.1% | -46.5% |
| 6M | -53.6% | -2.9% | -50.6% | -53.0% |
| YTD | -59.9% | +0.7% | -60.6% | -60.1% |
| 1Y | -64.3% | +11.0% | -75.3% | -66.2% |
| 3Y | +1,355.6% | +130.3% | +1,225.3% | +952.2% |
| 5Y | +6.6% | +61.3% | -54.7% | -19.1% |
| All | +3.3% | +124.6% | -121.3% | -20.2% |
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