+74.1%
QBTS vs HALO
+168.1%
-94.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.7% | +8.3% | +7.0% |
| 7D | +6.8% | +0.5% | +6.3% | +6.6% |
| 30D | -14.9% | +5.0% | -19.9% | -16.0% |
| 3M | -31.6% | +53.1% | -84.7% | -39.0% |
| 6M | -4.9% | +60.8% | -65.7% | -16.5% |
| YTD | -32.4% | +60.9% | -93.4% | -40.7% |
| 1Y | +14.6% | +42.8% | -28.2% | +3.2% |
| 3Y | +1,839.6% | +181.3% | +1,658.4% | +1,276.1% |
| 5Y | +81.2% | +157.6% | -76.3% | +26.9% |
| All | +74.1% | +168.1% | -94.0% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling