-65.1%
QBTS vs HALO
+92.7%
-157.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | -11.8% | +0.2% | -12.0% | -11.8% |
| 30D | -33.6% | +20.3% | -54.0% | -36.8% |
| 3M | -52.5% | +56.6% | -109.1% | -58.3% |
| 6M | -50.4% | +101.9% | -152.2% | -61.3% |
| YTD | -60.3% | +93.7% | -154.0% | -68.3% |
| 1Y | -65.1% | +91.5% | -156.6% | -70.9% |
| All | -65.1% | +92.7% | -157.8% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 1y: compounded portfolio wealth divided by compounded HALO 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…
1y analysis · Full analysis span regression · 6 months rolling