+3.3%
QBTS vs HAS
+72.5%
-69.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.7% | -9.4% | -8.9% |
| 7D | +1.1% | +3.3% | -2.2% | 0.0% |
| 30D | -28.1% | +30.5% | -58.6% | -34.5% |
| 3M | -48.1% | +29.9% | -78.0% | -52.8% |
| 6M | -53.6% | +26.5% | -80.1% | -57.8% |
| YTD | -59.9% | +51.9% | -111.9% | -66.1% |
| 1Y | -64.3% | +60.9% | -125.2% | -70.5% |
| 3Y | +1,355.6% | +215.0% | +1,140.6% | +842.5% |
| 5Y | +6.6% | +51.5% | -44.9% | -27.4% |
| All | +3.3% | +72.5% | -69.3% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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