+68.7%
QBTS vs HAL
+108.6%
-39.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.3% |
| 7D | +3.8% | -1.3% | +5.1% | +4.0% |
| 30D | -15.2% | +10.9% | -26.1% | -16.8% |
| 3M | -27.2% | -5.8% | -21.4% | -26.7% |
| 6M | -10.1% | +8.1% | -18.2% | -12.3% |
| YTD | -34.5% | +33.2% | -67.7% | -38.8% |
| 1Y | +6.0% | +74.2% | -68.2% | -6.0% |
| 3Y | +1,779.3% | -3.7% | +1,782.9% | +1,660.9% |
| 5Y | +75.4% | +111.9% | -36.5% | +62.7% |
| All | +68.7% | +108.6% | -39.9% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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